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Ill-Conditioned Inclusions
Authors:A S Lewis
Institution:(1) Department of Combinatorics and Optimization, University of Waterloo, Waterloo, Ontario, Canada, N2L 3G1
Abstract:A square system of linear equations is lsquoill-conditionedrsquo when the norm of the corresponding inverse matrix is large. This norm bounds the size of the solution, and measures how close the system is to being inconsistent: it is thus of fundamental computational significance. We generalize this idea from linear equations to inclusions governed by closed convex processes, and hence to lsquoconic linear systemsrsquo.
Keywords:condition number  conic linear system  distance to inconsistency  convex process  surjectivity  homogenization
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