nag_superlu_condition_number_lu (f11mgc) computes an estimate of the reciprocal of the condition number of a sparse matrix given an
factorization of the matrix computed by
nag_superlu_lu_factorize (f11mec).
nag_superlu_condition_number_lu (f11mgc) estimates the condition number of a real sparse matrix
, in either the
-norm or the
-norm:
Note that
.
The function should be preceded by a call to
nag_superlu_matrix_norm (f11mlc) to compute
or
, and a call to
nag_superlu_lu_factorize (f11mec) to compute the
factorization of
. The function then estimates
or
and computes the reciprocal of the condition number.
None.
The computed estimate
rcond is never less than the true value
, and in practice is nearly always less than
, although examples can be constructed where
rcond is much larger.
A call to nag_superlu_condition_number_lu (f11mgc) involves solving a number of systems of linear equations of the form or .
This example estimates the condition number in the
-norm of the matrix
, where
Here
is nonsymmetric and must first be factorized by
nag_superlu_lu_factorize (f11mec). The true condition number in the
-norm is
.