Re: Inverse Matrix Function appears a bit wonky

[David Bateman]

Daprès John W. Eaton <address@hidden> (le 04/11/2004):
> On  4-Nov-2004, David Bateman <address@hidden> wrote:
> 
> | According to Robert A. Macy <address@hidden> (on 11/04/04):
> | > That's it!  simply asking to return the value of rcond
> | > allows me to catch a "bad" matrix.  
> | 
> | If you are after speed don't just ask for the condition number everytime.
> | If you have a good expectation that the matrix isn't singular, not 
> | calculating the condition number is a speed gain.
> 
> The condition number is always calculated by the underlying LAPACK
> routines, so I'm not sure that there would be a significant speed
> difference.

There is indeed a significant speed difference, which is why I submitted
a patch to add the calc_cond option to the inverse functions. I noticed
a significant speed penalty on this point in the sciview benchmarks.

What is always calculated by LAPACK is rcond, which is an estimate of
the reciprocal of the condition number. If you request the condition
number then "{z,d}gecon" is called that calculates not just an
estimate, but the real thing.

Regards
David

-- 
David Bateman                                address@hidden
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