#2512: implement condition number for matrices
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Reporter: schilly | Owner: was
Type: enhancement | Status: closed
Priority: major | Milestone: sage-4.7
Component: linear algebra | Resolution: duplicate
Keywords: matrix, condition number | Author: Simon Spicer
Upstream: N/A | Reviewer:
Merged: | Work_issues:
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Changes (by spice):
* status: needs_review => closed
* resolution: => duplicate
Comment:
Turns out Rob Beezer has implemented condition numbers by directly
wrapping the NumPy cond() command in patch #10837.
Some timings:
Patch 2512:
{{{
sage: A = matrix([[1,2,4],[5,3,9],[7,8,6]])
sage: timeit('A.condition_number(2)')
125 loops, best of 3: 1.96 ms per loop
sage: timeit('A.condition_number(Infinity)')
625 loops, best of 3: 1.31 ms per loop
sage: timeit('A.condition_number("frob")')
625 loops, best of 3: 949 µs per loop
sage: A = MatrixSpace(CC,50).random_element()
sage: timeit('A.condition_number(2)')
5 loops, best of 3: 389 ms per loop
sage: timeit('A.condition_number(1)')
5 loops, best of 3: 380 ms per loop
sage: timeit('A.condition_number("frob")')
5 loops, best of 3: 358 ms per loop
}}}
Patch 10837:
{{{
sage: A = matrix(RDF,[[1,2,4],[5,3,9],[7,8,6]])
sage: timeit('A.condition(2)')
625 loops, best of 3: 282 µs per loop
sage: timeit('A.condition(Infinity)')
625 loops, best of 3: 123 µs per loop
sage: timeit('A.condition("frob")')
625 loops, best of 3: 203 µs per loop
sage: A = MatrixSpace(CDF,50).random_element()
sage: timeit('A.condition(1)')
625 loops, best of 3: 968 µs per loop
sage: timeit('A.condition(2)')
125 loops, best of 3: 2.97 ms per loop
sage: timeit('A.condition("frob")')
625 loops, best of 3: 942 µs per loop
}}}
I vote we go for Rob's patch.
--
Ticket URL: <http://trac.sagemath.org/sage_trac/ticket/2512#comment:6>
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