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ar.linalg.condest

Estimate the condition number of a matrix.

Syntax

ar.linalg.condest(matvec, matvecT, n, options?)

Description

Estimate the condition number of a matrix. Computes both the largest and smallest singular values to estimate the 2-norm condition number κ(A) = σ_max / σ_min.

Parameters

NameDescription
matvec- Function computing y = A*x (m×n matrix times n-vector)
matvecT- Function computing y = A^T*x (n×m matrix times m-vector)
n- Number of columns (for square matrices, n = m)
options(optional)- Solver options

Returns

Promise<CondestResult_2>