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linalg_condeig

Computes the condition number of the eigenvalues of a matrix.

Calling Sequence

kappa = linalg_condeig(A)
[R,D] = linalg_condeig(A)
[R,D,kappa] = linalg_condeig(A)

Parameters

A :

a n-by-n matrix of doubles

R :

a n-by-n matrix of doubles, the right eigenvectors

D :

a n-by-n matrix of doubles, the diagonal eigenvalue matrix

kappa :

a n-by-1 matrix of doubles, the condition number of all eigenvalues

Description

Computes the sensitivity of the eigenvalues with respect to changes in the matrix.

Examples

A = [
-149   -50  -154
537   180   546
-27    -9   -25
];
kappa = linalg_condeig(A)
[R,D,kappa] = linalg_condeig(A)
kappa_expected = [603.6390 395.2366 219.2920]';

Authors

Bibliography

"Matrix Computations", G.H. Golub and C.F. Van Loan, Second Edition, 1989, sec. 7.2.2.

"Numerical Computing with Matlab", Cleve Moler


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