Calculating Condition Numbers
Kris Vorwerk <[email protected]>
| Newsgroups | gmane.comp.lib.mtl.devel |
|---|---|
| Message-ID | <[email protected]> |
Hello, I apologize if this is a FAQ -- I searched Google, but didn't find anything. My application uses very large, sparse MTL matrices. What is the "best" (fastest, relatively precise) way for me to calculate the one-norm condition number of my sparse matrix? Currently, the easiest way that I've found is to copy the matrix into an LAPACK matrix and run 'gecon' -- but, if I understand the code correctly, the LAPACK matrix isn't sparse, and with the larger matrices I'm using, this approach is taking considerable resources. Has anyone else written code to handle condition numbers with sparse matrices? Thanks for any help that you can offer, Kris _______________________________________________ This list is archived at http://www.osl.iu.edu/MailArchives/mtl-devel/