Mercurial > matrix-functions
annotate toolbox/cond.m @ 2:c124219d7bfa draft
Re-add the 1995 toolbox after noticing the statement in the ~higham/mctoolbox/ webpage.
author | Antonio Pino Robles <data.script93@gmail.com> |
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date | Thu, 07 May 2015 18:36:24 +0200 |
parents | 8f23314345f4 |
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Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
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1 function y = cond(A, p) |
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2 %COND Matrix condition number in 1, 2, Frobenius, or infinity norm. |
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3 % For p = 1, 2, 'fro', inf, COND(A,p) = NORM(A,p) * NORM(INV(A),p). |
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4 % If p is omitted then p = 2 is used. |
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5 % A may be a rectangular matrix if p = 2; in this case COND(A) |
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6 % is the ratio of the largest singular value of A to the smallest |
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7 % (and hence is infinite if A is rank deficient). |
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Antonio Pino Robles <data.script93@gmail.com>
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8 |
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9 % See also RCOND, NORM, CONDEST, NORMEST. |
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10 % Generalises and incorporates MATFUN/COND.M from Matlab 4. |
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11 |
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12 if length(A) == 0 % Handle null matrix. |
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13 y = NaN; |
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14 return |
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15 end |
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16 if issparse(A) |
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17 error('Matrix must be non-sparse.') |
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18 end |
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19 |
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20 if nargin == 1, p = 2; end |
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21 |
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22 [m, n] = size(A); |
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23 if m ~= n & p ~= 2 |
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24 error('A is rectangular. Use the 2 norm.') |
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25 end |
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26 |
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27 if p == 2 |
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28 s = svd(A); |
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29 if any(s == 0) % Handle singular matrix |
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30 disp('Condition is infinite') |
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31 y = Inf; |
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32 return |
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33 end |
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34 y = max(s)./min(s); |
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Antonio Pino Robles <data.script93@gmail.com>
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35 else |
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parents:
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36 % We'll let NORM pick up any invalid p argument. |
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Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
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37 y = norm(A, p) * norm(inv(A), p); |
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Create local repository for matrix toolboxes. Step #0 done.
Antonio Pino Robles <data.script93@gmail.com>
parents:
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38 end |