https://github.com/cran/Matrix
Tip revision: 6542ab03f45debefd3e689246a07991a71ecfe96 authored by Douglas Bates on 03 December 2000, 00:00:00 UTC
version 0.3-7
version 0.3-7
Tip revision: 6542ab0
rcond.Rd
\name{rcond}
\title{Estimate the Reciprocal Condition Number}
\usage{
rcond(x, \dots)
}
\alias{rcond}
\alias{rcond.default}
\alias{rcond.Matrix}
\description{
Estimate the reciprocal of the condition number of a matrix.
}
\arguments{
\item{x}{
a matrix. No missing values or IEEE special values are allowed.
}
\item{...}{
additional arguments, for example to specify the matrix norm for
which the condition number is to be estimated.
}
}
\value{
An estimate of the reciprocal condition number of \code{x}.
}
\section{BACKGROUND}{
The condition number of a matrix is the product of the matrix and
the norm of its inverse (or pseudo-inverse if the matrix is not
square).
Since it can take on values between 1 and infinity, inclusive, it
can be viewed as a measure of how close a matrix is to being rank
deficient.
It can also be viewed as a factor by which errors in solving linear
systems with this matrix as coefficient matrix could be magnified.
Condition numbers are usually estimated, since exact computation is
costly in terms of floating-point operations.
An (over) estimate of reciprocal condition number is given, since by
doing so overflow is avoided.
Matrices are well-conditioned if the reciprocal condition number is
near 1 and ill-conditioned if it is near zero.
}
\references{
Golub, G., and Van Loan, C. F. (1989).
\emph{Matrix Computations,}
2nd edition, Johns Hopkins, Baltimore.
}
\examples{
x <- Matrix(rnorm(9), 3, 3)
rcond(x)
rcond(hilbert(9)) # should be about 9.1e-13
h9 <- hilbert(9)
class(h9) <- Matrix.class(h9) # now Hermitian
rcond(h9) # slightly different answer - different algorithm
}
\keyword{array}
\keyword{algebra}