[Numpy-discussion] Determining the condition number of matrix

[Piotr Luszczek]

Neilen Marais wrote:
> Hi
> 
> Does numeric have a facility to estimate the condition number of a matrix?
> 
> Thanks
> Neilen

The only way I can think of is through SVD:

import RandomArray as RA
import LinearAlgebra as LA

n = 100
a = RA.random((n, n))
vt, s, u = LA.singular_value_decomposition(a)

cond2 = s[0] / s[-1]
print cond2

The above code computes 2-norm condition number.

Since Numeric has only limited binding to LAPACK you should
probably look into SciPy that might have bindings to LAPACK's
condition number estimators.

Piotr