MATLAB Functions Help Desk

condest

Purpose

1-norm matrix condition number estimate

Syntax

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) estimates the condition number and also computes a vector v such that

.

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

This function handles both real and complex matrices. It is particularly useful for sparse matrices.

See Also

cond        Condition number with respect to inversion

normest     2-norm estimate

Reference

[1] Higham, N.J. "Fortran Codes for Estimating the One-Norm of a Real or Complex Matrix, with Applications to Condition Estimation." ACM Trans. Math. Soft., 14, 1988, pp. 381-396.


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