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rt June 22, 2006 02:03

tool for approximation of condition number
 
Dear

I need a tool for approximation of condition number of large sparse matrix (performance is important because i deal with transient problem), do you knowe such tool? (note that i knowe that MATLAB perform this but it is very slow and memory intensive so it is not practical for large problem, also i knowe numerical algorithm for this but prepared tool, free from bug, is desired)

Ruben June 22, 2006 02:28

Re: tool for approximation of condition number
 
See http://www.alglib.net/matrixops/general/rcond.php


rt June 22, 2006 08:31

Re: tool for approximation of condition number
 
I deal with large sparse matrix not full matrix, so application of mentioned package is not practical (it is very time consuming O(n^3)+ O(n^2) and also severly memory intensive).

Have other people better suggestion?

Renato. June 23, 2006 06:23

Re: tool for approximation of condition number
 
Have you tried Sparsekit?

http://www-users.cs.umn.edu/~saad/so.../sparskit.html


rt June 23, 2006 07:22

Re: tool for approximation of condition number
 
Dear Renato

Do you are certain that SPARSEKIT has such tool, i work with it in previous and don't think there is, but if you knowe more please address related subroutine in SPARSEKIT,

with regard.

Renato. June 23, 2006 08:22

Re: tool for approximation of condition number
 
Sorry... I misunderstood the packages...

Instead of Sparsekit I should have written LINPACK and/or LAPACK.

regards

Renato.


rt June 24, 2006 02:42

Re: tool for approximation of condition number
 
Thanks Renato,

Althouth i don't get my answer but LINPACK is better than previous suggestion (it estimate condition nummber for full and banded matrixes not for general sparse).


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