rcond.Hermitian(x, lower=T, tune, workspace)
NB
and
NBMIN
as described in
.laenv
.
"rcond"
, representing the reciprocal one or infinity
norm condition estimate.
A copy of the call to
"rcond"
is returned as an attribute.
Based on the functions dsytrf, dsycon, zhetrf, zhecon from Lapack
(Anderson et al. (1994)).
The condition number of a square matrix is the product of the norm of that
matrix and the norm of its inverse. Its values fall in the range
[1, Inf)
,
where a value of
Inf
would imply a singular matrix. A matrix is said to
be ill-conditioned if its has a large condition number. Another way to
view a condition number of a matrix is as a factor by which errors for
solutions to systems of equations with that matrix as coefficient matrix
can be multiplied. Condition numbers usually are estimated rather than
computed exactly for reasons of efficiency.
Anderson, E., et al. (1994). LAPACK User's Guide, 2nd edition, SIAM, Philadelphia. Golub, G., and Van Loan, C. F. (1989). Matrix Computations, 2nd edition, Johns Hopkins, Baltimore.
x <- Matrix( sample(-3:3, size = 9, replace = T), nrow = 3, ncol = 3) x[row(x) > col(x)] <- t(x)[row(x) > col(x)] # construct symmetric matrix class(x) <- Matrix.class(x) rcond(x)