[Lapack] fast condition number of nonsquare matrix
From: Dima Sorkin
Date: Wed, 1 Aug 2007 17:02:50 +0300
I want to get a fast approximation for a condition number
of a general non square matrix. Or at least it's smaller
singular value. SVD is too heavy for me.
1) Is there faster methods via lapack, than SVD ?
2) If I can provide a pretty good initial guess for cond or
singular value - can I gain from it ?