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troubled kid August 16, 2001 09:17

condition number
 
Hello, how are u guys doing? great, I hope :) CFD, rock on!!

I'd just like to ask whether there are any available softwares/codes/solvers which calculates the condition number of a square matrix using the formula of

cond(A)=[highest eigenvalue/lowest eigenvalue]

Basically, if possible, i can write up a programme using C++ which enables the user to key in the matrix and, making use of the solver, churn out its condition number.

Thanks a lot!

Astrid August 16, 2001 15:42

Matlab
 
Try Matlab.

Matrix Man August 16, 2001 17:54

Re: condition number
 
Try linpack.

http://www.netlib.org/linpack/index.html

Sebastien Perron August 17, 2001 08:24

Re: condition number
 
For a standard matrix, getting the smallest eigenvalue can be as long as solving the linear system (actually the methods for computing the eigenvalues are close to krilov methods).

For the discretization of the laplace equation on a structured grid with constant spacing, the eigenvalues can be dirictly computed with a formula. If you want the formula, I could write it down over the week-end.


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