Campus Livre
condest
Estimate of the 1-norm condition number of a matrix.
Category: Mathematics > Linear Algebra
Syntax
c = condest(A)Estimates cond(A,1) without forming the inverse explicitly.
Description
Computing cond needs a singular value decomposition, which is too expensive for large sparse matrices. condest instead estimates the 1-norm of the inverse using only products with inv(A), obtained from an LU factorization, and multiplies it by the 1-norm of A.
For small matrices the estimate often equals cond(A,1) exactly.
Input arguments
A- Square matrix, typically sparse.
Output arguments
c- Lower bound for the 1-norm condition number; usually within a small factor of the true value.
Example
Estimate against the exact value
A = [4 1; 2 3];
condest(sparse(A))
cond(A, 1)Output
ans = 3
ans = 3