Article ID: | iaor20072570 |
Country: | United States |
Volume: | 29 |
Issue: | 4 |
Start Page Number: | 776 |
End Page Number: | 785 |
Publication Date: | Nov 2004 |
Journal: | Mathematics of Operations Research |
Authors: | Lewis A.S. |
An important measure of conditioning of a conic linear system is the size of the smallest structured perturbation making the system ill-posed. We show that this measure is unchanged if we restrict to perturbations of low rank. We thereby derive a broad generalization of the classic Eckart–Young result characterizing the distance to ill-posedness for a linear map.