[Lapack] fast condition number of nonsquare matrix
From: Dima Sorkin
Date: Mon, 13 Aug 2007 23:02:04 +0300
Does DTRCON modify any entry in its input matrix "A" ?
It is not mentioned in it's manual page that it makes
any modification to "A", but I ask to be sure.
Thank you, regards,
Quoting Julien Langou:
(1) first, compute a QR factorization of your matrix A, if A is m-by-n,
this will cost you 2m*n^2-2/3*n^3, this is done with DGEQRF
(2) the 2-norm condition number of A and the 2-norm condition number of R
will then be the same, so you compute the condition number of R with
DTRCON, this cost a few n^2. You can choose the norm in which you want the
I want to get a fast approximation for a condition number
of a general non square matrix. Or at least it's smaller