https://github.com/cran/pracma
Tip revision: 71455748623ef69836470c75c5f9384f6e872d45 authored by HwB on 28 June 2011, 00:00:00 UTC
version 0.6-3
version 0.6-3
Tip revision: 7145574
cond.R
##
## c o n d . R Matrix Condition
##
cond <- function(M, p = 2) {
if (length(M) == 0)
return(0)
if (!is.numeric(M))
stop("Argument 'M' must be a numeric matrix.")
if (is.vector(M))
M <- matrix(c(M), nrow = length(M), ncol = 1)
if (length(M) == 0) return(c())
if (ncol(M) != nrow(M) && p != 2)
stop("Matrix 'M' must be square if p = 2.")
if (p == 2) {
s <- svd(M)$d
cnd <- if (any(s == 0)) Inf else max(s) / min(s)
} else {
stop("At the moment, p-norms other than p = 2 are not implemented.")
#cnd <- norm(M, p) * norm(inv(M), p)
}
return(cnd)
}
normest <- function(M, maxiter = 100, tol = .Machine$double.eps^(1/2)) {
if (length(M) == 0)
return(0)
if (!is.numeric(M))
stop("Argument 'M' must be a numeric matrix.")
if (is.vector(M))
M <- matrix(c(M), nrow = length(M), ncol = 1)
x <- matrix(apply(abs(M), 2, sum), ncol = 1)
est <- norm(x, "F") # Frobenius Norm
if (est == 0) return(0)
x <- x/est
est0 <- 0
niter <- 0
while (abs(est - est0) > tol * est && niter <= maxiter) {
est0 <- est
Mx <- M %*% x
if (all(Mx == 0))
Mx <- matrix(runif(length(Mx)), ncol(Mx), nrow(Mx))
x <- t(M) %*% Mx
normx <- norm(x, "F")
est <- normx / norm(Mx, "F")
x <- x / normx
niter <- niter + 1
}
if (niter > maxiter)
warning("Number of iterations exceeded 'maxiter'.")
return(est)
}