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slu.analysis.estimateConditionNumber
Estimate the condition number of a matrix using its LU factorization.
Syntax
slu.analysis.estimateConditionNumber(lu, normType?, matrixNorm?)
Description
Estimate the condition number of a matrix using its LU factorization. The condition number κ(A) = ||A|| * ||A^{-1}|| measures how sensitive the solution of Ax = b is to perturbations in A and b. A large condition number indicates an ill-conditioned matrix where small changes in input can cause large changes in output. This function uses the SuperLU dgscon routine to estimate the reciprocal condition number efficiently without computing A^{-1} explicitly.
Parameters
| Name | Description |
|---|---|
| lu | - LU factorization from sparseLU() |
| normType(optional) | - Norm type for the estimate |
| matrixNorm(optional) | - Original matrix norm ||A|| (optional, will compute if not provided) |
Returns
ConditionNumberResult