An Estimate for the Condition Number of a Matrix
SIAM Journal on Numerical Analysis1979Vol. 16(2), pp. 368–375
Citations Over TimeTop 1% of 1979 papers
Abstract
It is important in practice when solving linear systems to have an economical method for estimating the condition number $\kappa (A)$ of the matrix of coefficients. An algorithm involving $O(n^2 )$ arithmetic operations is described; it gives a reliable indication of the order of magnitude of $\kappa (A)$.
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