num::rcond

Defined in header <linear/condition.hpp>

template <factorization F>
real rcond(const F &factor, const mat<real> &A);  // (1)

template <factorization F>
real rcond(const F &factor, const spmat &A);  // (2)

(1) Estimate the reciprocal condition number \(1 / (\|A\|_1 \|A^{-1}\|_1)\) from a factorization of \(A\).

Near 1 for a well-conditioned matrix and near machine epsilon for a numerically singular one: a solve loses about \(\log_{10}(1/\text{rcond})\) digits. 0 for a zero matrix.

(2) The reciprocal condition number estimate for a sparse \(A\).