Estimating the condition of an upper triangular matrix

From: Thomas Schmelzer (thomas-schmelzer_at_gmx.de)
Date: 06/17/04


Date: Thu, 17 Jun 2004 08:42:13 +0200

Dear experts,
given a small (10 \times 10) matrix in upper triangular form I am seeking an
algorithm to estimate the condition (i.e. the ratio of the largest and
smallest singular value) of that matrix. I want to avoid any kind of
overestimation. What is the state of the art on that field?
cheers
Thomas



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