Computes the condition number of the eigenvalues of a matrix.
kappa = linalg_condeig(A) [R,D] = linalg_condeig(A) [R,D,kappa] = linalg_condeig(A)
a n-by-n matrix of doubles
a n-by-n matrix of doubles, the right eigenvectors
a n-by-n matrix of doubles, the diagonal eigenvalue matrix
a n-by-1 matrix of doubles, the condition number of all eigenvalues
Computes the sensitivity of the eigenvalues with respect to changes in the matrix.
"Matrix Computations", G.H. Golub and C.F. Van Loan, Second Edition, 1989, sec. 7.2.2.
"Numerical Computing with Matlab", Cleve Moler