Hi
Does numeric have a facility to estimate the condition number of a matrix?
Thanks Neilen
Neilen Marais wrote:
Hi
Does numeric have a facility to estimate the condition number of a matrix?
Thanks Neilen
The only way I can think of is through SVD:
import RandomArray as RA import LinearAlgebra as LA
n = 100 a = RA.random((n, n)) vt, s, u = LA.singular_value_decomposition(a)
cond2 = s[0] / s[-1] print cond2
The above code computes 2-norm condition number.
Since Numeric has only limited binding to LAPACK you should probably look into SciPy that might have bindings to LAPACK's condition number estimators.
Piotr