skeel

Version 1.0.1 (3.1 KB) by Daniel Fortunato
Skeel's condition number.
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Updated 10 Jul 2022
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SKEEL(A) estimates Skeel's condition number, NORM(ABS(INV(A))*ABS(A), INF), without computing ABS(INV(A))*ABS(A). SKEEL(A) is always less than or equal to COND(A, INF). In practice, SKEEL(A) can be much less than COND(A, INF). SKEEL(A) is invariant to row scaling.

SKEEL(A, P) directly computes Skeel's condition number in the P-norm: NORM(ABS(INV(A))*ABS(A), P).

Example:

A = [1 0; 0 1e9];
cond(A) % = 1e9
skeel(A) % = 1

References:

[1] Robert D. Skeel, "Scaling for numerical stability in Gaussian elimination", J. ACM, 26 (1979), pp. 494-526.

[2] N.J. Higham, "FORTRAN codes for estimating the one-norm of a real or complex matrix, with applications to condition estimation", ACM Trans. Math. Soft., 14 (1988), pp. 381-396.

Cite As

Daniel Fortunato (2024). skeel (https://github.com/danfortunato/skeel), GitHub. Retrieved .

MATLAB Release Compatibility
Created with R2020b
Compatible with any release
Platform Compatibility
Windows macOS Linux
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Version Published Release Notes
1.0.1

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1.0.0

To view or report issues in this GitHub add-on, visit the GitHub Repository.
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