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Numerical linear algebra.
Two building blocks carry the conditioning analysis: a decomposition of
a tall-skinny matrix that never forms JᵀJ, and singular values
computed to relative rather than absolute accuracy.
Structs§
- Decomposition
- Singular values together with the right singular vectors.
- Tsqr
- The upper-triangular factor
Rof the decompositionJ = QR.
Functions§
- condition_
number - The condition number
σ_max / σ_min. - decompose
- The full decomposition: magnitudes and directions.
- reduce
- Assembles
Rfrom the rows returned byrow. - singular_
values - Singular values of a square matrix, in decreasing order.