The Identity is Best for 2 x 2 Real Matrices

        The normalized identity matrix ,I, is the best in the following sense:
        the probability that the maximum condition number along a great circle passing through
        the matrix I in the unit sphere in the space of 2x2 matrices is less than a real number x is
        biggest for I among all the 2x2 matrices in the unit sphere. The Hopf fibration is used to relate
        the probability to the area of an `ellipse' on a sphere in Euclidean three space.

By: Debra Lewis, Mike Shub

Published in: RC21469 in 1999

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