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! |
Matlab
Try Matlab.
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Re: condition number
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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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