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inverse condition number
real or complex square matrix
rcond(X) is an estimate for the reciprocal of the
X in the 1-norm.
X is well conditioned,
rcond(X) is close to 1.
rcond(X) is close to 0.
We compute the 1-norm of A with Lapack/DLANGE, compute its LU decomposition with Lapack/DGETRF and finally estimate the condition with Lapack/DGECON.
A=diag([1:10]); rcond(A) A(1,1)=0.000001; rcond(A)
Estimating the 1-norm inverse condition number with
much faster than computing the 2-norm condition number with
As a trade-off,
rcond may be less reliable.