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Old   August 16, 2001, 09:17
Default condition number
troubled kid
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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!
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Old   August 16, 2001, 15:42
Default Matlab
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Try Matlab.
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Old   August 16, 2001, 17:54
Default Re: condition number
Matrix Man
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Try linpack.
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Old   August 17, 2001, 08:24
Default Re: condition number
Sebastien Perron
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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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