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The distribution of the maximum condition number on great circles through a fixed 2×2 real matrix

✍ Scribed by Debra Lewis; Mike Shub


Publisher
Elsevier Science
Year
1999
Tongue
English
Weight
92 KB
Volume
297
Category
Article
ISSN
0024-3795

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✦ Synopsis


If P A (χ) denotes the probability that the maximum condition number along a great circle passing through a matrix A in the unit sphere in the space of 2 × 2 matrices is less than χ, then P A (χ) always attains its maximum at the normalized identity matrix. This result is the first nontrivial case of a linear algebra version of a conjecture formulated in Shub and Smale (M. Shub and S. Smale, Theoretical Computer Science 113 (1994) 141-164) for homotopies of systems of homogeneous equations. The Hopf fibration is used to relate the probability P A (χ) to the area of an 'ellipse' on a sphere in R 3 .