Mathematics – Numerical Analysis
Scientific paper
2003-09-17
Mathematics
Numerical Analysis
31 pages
Scientific paper
In this paper we study the distribution tails and the moments of a condition number which arises in the study of homogeneous systems of linear inequalities. We consider the case where this system is defined by a Gaussian random matrix and characterise the exact decay rates of the distribution tails, improve the existing moment estimates, and prove various limit theorems for large scale systems. Our results are of complexity theoretic interest, because interior-point methods and relaxation methods for the solution of systems of linear inequalities have running times that are bounded in terms of the logarithm and the square of the condition number respectively.
Cheung Dennis
Cucker Felipe
Hauser Raphael
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