Estimate the Condition Number of a Matrix, QR Decomposition or Fit
Usage
kappa(z, ...)
kappa.lm(z, ...)
kappa.default(z, exact = FALSE)
Arguments
z
|
A matrix or a qr decomposition or a fit from a class
inheriting from "lm".
|
exact
|
Should the result be exact?
|
Description
An estimate of the condition number of a matrix or of the R matrix of a
QR decomposition, perhaps of a linear fit. The condition number is
defined as the ratio of the largest to the smallest non-zero
singular value of the matrix.Details
If exact = FALSE (the default) the condition number is estimated
by a cheap approximation. Following S, this uses the LINPACK routine
dtrco.f. However, in R (or S) the exact calculation is also
likely to be quick enough.Value
An estimate of the condition number.Author(s)
B.D. Ripley