[Numpy-discussion] Determining the condition number of matrix
luszczek at cs.utk.edu
Tue Sep 27 11:54:59 CDT 2005
Neilen Marais wrote:
> Does numeric have a facility to estimate the condition number of a matrix?
The only way I can think of is through SVD:
import RandomArray as RA
import LinearAlgebra as LA
n = 100
a = RA.random((n, n))
vt, s, u = LA.singular_value_decomposition(a)
cond2 = s / s[-1]
The above code computes 2-norm condition number.
Since Numeric has only limited binding to LAPACK you should
probably look into SciPy that might have bindings to LAPACK's
condition number estimators.
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