Determining the condition number of matrix
27 Sep
2005
27 Sep
'05
9:05 a.m.
Hi Does numeric have a facility to estimate the condition number of a matrix? Thanks Neilen -- you know its kind of tragic we live in the new world but we've lost the magic -- Battery 9 (www.battery9.co.za)
27 Sep
27 Sep
11:54 a.m.
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
6791
Age (days ago)
6791
Last active (days ago)
1 comments
2 participants
participants (2)
-
Neilen Marais
-
Piotr Luszczek