Estimate the reciprocal of the condition number of a matrix using the MAGMA library for GPU or PLASMA library for multi-core CPUs.
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an R object that inherits from the
Character indicating the type of norm to be used in the estimate.
The default is
further arguments passed to or from other methods.
Uses the LU decomposition using
PLASMA_dgetrf with the respective MAGMA or PLASMA norms if
available (see norm documentation for more info).It also calls LAPACK
as this is not supported in MAGMA/PLASMA. For further details on classes and methods
see the Matrix package documentation.
An estimate of the reciprocal condition number of
Martin Maechler, Douglas Bates (Matrix package)
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x <- Matrix(rnorm(9), 3, 3) rcond(x) ## typically "the same" (with more computational effort): 1 / (norm(x) * norm(solve(x))) rcond(Hilbert(9)) # should be about 9.1e-13 ## For non-square matrices: rcond(x1 <- cbind(1,1:10))# 0.05278 rcond(x2 <- cbind(x1, 2:11))# practically 0, since x2 does not have full rank