rcond ===== inverse condition number Calling Sequence ~~~~~~~~~~~~~~~~ :: rcond(X) Arguments ~~~~~~~~~ :X real or complex square matrix : Description ~~~~~~~~~~~ `rcond(X)` is an estimate for the reciprocal of the condition of `X` in the 1-norm. If `X` is well conditioned, `rcond(X)` is close to 1. If not, `rcond(X)` is close to 0. We compute the 1-norm of A with Lapack/DLANGE, compute its LU decomposition with Lapack/DGETRF and finally estimate the condition with Lapack/DGECON. Examples ~~~~~~~~ :: A=`diag`_([1:10]); rcond(A) A(1,1)=0.000001; rcond(A) Estimating the 1-norm inverse condition number with `rcond` is much faster than computing the 2-norm condition number with `cond`. As a trade-off, `rcond` may be less reliable. :: A=`ones`_(1000,1000); `timer`_();`cond`_(A);`timer`_() `timer`_();1/rcond(A);`timer`_() See Also ~~~~~~~~ + `svd`_ singular value decomposition + `cond`_ condition number + `inv`_ matrix inverse .. _cond: cond.html .. _inv: inv.html .. _svd: svd.html