condest

1-norm condition number estimate (sparse-friendly).

Syntax

c = condest(A)
c = condest(A, t)
[c, v] = condest(A, t)

Description

Estimates the 1-norm condition number of A using a randomized algorithm with t iterations (default t = 2, max useful t = 5). Much faster than cond(A, 1) for large or sparse matrices. The optional second return is a vector approximating null(A').

Example

condest(magic(5))        % ~5.45  (estimate of cond(magic(5), 1))

See also

• cond — Condition number of a matrix.
• rcond — Reciprocal condition number estimate (1-norm).