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In 2005, N. Nikolski proved among other things that for any $r\in (0,1)$ and any $K\geq 1$, the condition number $CN(T)=\Vert T\Vert \cdot \Vert T^{-1}\Vert $ of any invertible n-dimensional complex Banach space operators T satisfying the Kreiss condition, with spectrum contained in $\left \{ r\leq |z|<1\right \}$, satisfies the inequality $CN(T)\leq CK(T)\Vert T \Vert n/r^{n}$ where $K(T)$ denotes the Kreiss constant of T and $C>0$ is an absolute constant. He also proved that for $r\ll 1/n,$ the latter bound is asymptotically sharp as $n\rightarrow \infty $. In this note, we prove that this bound is actually achieved by a family of explicit $n\times n$ Toeplitz matrices with arbitrary singleton spectrum $\{\lambda \}\subset \mathbb {D}\setminus \{0\}$ and uniformly bounded Kreiss constant. Independently, we exhibit a sequence of Jordan blocks with Kreiss constants tending to $\infty $ showing that Nikolski’s inequality is still asymptotically sharp as K and n go to $\infty $.
Let
$\mathbf{X}$
be a
$p\times n$
random matrix whose entries are independent and identically distributed real random variables with zero mean and unit variance. We study the limiting behaviors of the 2-normal condition number k(p,n) of
$\mathbf{X}$
in terms of large deviations for large n, with p being fixed or
$p=p(n)\rightarrow\infty$
with
$p(n)=o(n)$
. We propose two main ingredients: (i) to relate the large-deviation probabilities of k(p,n) to those involving n independent and identically distributed random variables, which enables us to consider a quite general distribution of the entries (namely the sub-Gaussian distribution), and (ii) to control, for standard normal entries, the upper tail of k(p,n) using the upper tails of ratios of two independent
$\chi^2$
random variables, which enables us to establish an application in statistical inference.
We consider perturbation bounds and condition numbers for a complex indefinite linear algebraic system, which is of interest in science and engineering. Some existing results are improved, and illustrative numerical examples are provided.
Let $\def \xmlpi #1{}\def \mathsfbi #1{\boldsymbol {\mathsf {#1}}}\let \le =\leqslant \let \leq =\leqslant \let \ge =\geqslant \let \geq =\geqslant \def \Pr {\mathit {Pr}}\def \Fr {\mathit {Fr}}\def \Rey {\mathit {Re}}H$ be a linear unbounded operator in a Hilbert space. It is assumed that the resolvent of $H$ is a compact operator and $H-H^*$ is a Hilbert–Schmidt operator. Various integro-differential operators satisfy these conditions. It is shown that $H$ is similar to a normal operator and a sharp bound for the condition number is suggested. We also discuss applications of that bound to spectrum perturbations and operator functions.
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