condest

Purpose

1-norm matrix condition number estimate.

Synopsis

c = condest(A)
[c,v] = condest(A)
[c,v] = condest(A,trace)

Description

c = condest(A) uses Higham's modification of Hager's method to estimate the condition number of a matrix. The computed c is a lower bound for the condition of A in the 1-norm.

[c,v] = condest(A) also computes a vector v such that

Thus, v is an approximate null vector of A if c is large.

[c,v] = condest(A,trace) provides further information about the estimate, where trace can be:

  • 1 to print information about each step of the iteration.
  • -1 to print the ratios of the estimate to the actual (computed) condition number and to rcond.
    This function handles both real and complex matrices. It is particularly useful (without trace = -1) for sparse matrices.

    See Also

    cond, normest, rcond

    Reference

    [1] N.J. Higham, FORTRAN codes for estimating the one-norm of a real or complex matrix, with applications to condition estimation, ACM Trans. Math. Soft., 14, pp. 381-396 (1988).

    (c) Copyright 1994 by The MathWorks, Inc.