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rcond
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1994-04-25
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rcond:
Syntax: cond( A )
Description:
Rcond computes an estimate of the condition number of the
input matrix. rcond() uses the LAPACK routines DGECON, or
ZGECON.
Probably the most published way to compute the condition of a
matrix is:
Kcond = ||A|| * ||inv(A)||
Another method is to use the 1st and last singular values of
A:
Kcond = sigma(1)/sigma(n)
cond() computes an ESTIMATE of the condition number without
computing all of the columns of inv(A). For more information
see the LAPACK User's Guide.
See Also inv, det, lu