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Справка Scilab >> Linear Algebra > Matrix Analysis > rcond

rcond

inverse condition number

Calling Sequence

rcond(X)

Arguments

X

real or complex square matrix

Description

rcond(X) is an estimate for the reciprocal of the condition of X in the 1-norm.

If X is well conditioned, rcond(X) is close to 1. If not, 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.

Examples

A=diag([1:10]);
rcond(A)
A(1,1)=0.000001;
rcond(A)

Estimating the 1-norm inverse condition number with rcond is much faster than computing the 2-norm condition number with cond. As a trade-off, rcond may be less reliable.

A=ones(1000,1000);
timer();cond(A);timer()
timer();1/rcond(A);timer()

See Also

  • svd — singular value decomposition
  • cond — condition number
  • inv — matrix inverse
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Last updated:
Wed Apr 01 10:27:16 CEST 2015