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tool for approximation of condition number

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Old   June 22, 2006, 03:03
Default tool for approximation of condition number
  #1
rt
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Dear

I need a tool for approximation of condition number of large sparse matrix (performance is important because i deal with transient problem), do you knowe such tool? (note that i knowe that MATLAB perform this but it is very slow and memory intensive so it is not practical for large problem, also i knowe numerical algorithm for this but prepared tool, free from bug, is desired)
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Old   June 22, 2006, 03:28
Default Re: tool for approximation of condition number
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Ruben
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See http://www.alglib.net/matrixops/general/rcond.php

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Old   June 22, 2006, 09:31
Default Re: tool for approximation of condition number
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rt
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I deal with large sparse matrix not full matrix, so application of mentioned package is not practical (it is very time consuming O(n^3)+ O(n^2) and also severly memory intensive).

Have other people better suggestion?
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Old   June 23, 2006, 07:23
Default Re: tool for approximation of condition number
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Renato.
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Have you tried Sparsekit?

http://www-users.cs.umn.edu/~saad/so.../sparskit.html

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Old   June 23, 2006, 08:22
Default Re: tool for approximation of condition number
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rt
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Dear Renato

Do you are certain that SPARSEKIT has such tool, i work with it in previous and don't think there is, but if you knowe more please address related subroutine in SPARSEKIT,

with regard.
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Old   June 23, 2006, 09:22
Default Re: tool for approximation of condition number
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Renato.
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Sorry... I misunderstood the packages...

Instead of Sparsekit I should have written LINPACK and/or LAPACK.

regards

Renato.

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Old   June 24, 2006, 03:42
Default Re: tool for approximation of condition number
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rt
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Thanks Renato,

Althouth i don't get my answer but LINPACK is better than previous suggestion (it estimate condition nummber for full and banded matrixes not for general sparse).
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