rcond(x, ...)
x
.
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.
Golub, G., and Van Loan, C. F. (1989).
Matrix Computations,
2nd edition, Johns Hopkins, Baltimore.
library(Matrix) x <- Matrix( rnorm(9), 3, 3) rcond(x)