/usr/include/Cauchy/Eigen3/Cond.h is in cauchy-dev 0.9.0-0ubuntu1.
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1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 | /*
* Copyright (c) 2010 Cyrille Berger <cberger@cberger.net>
*
* This library is free software; you can redistribute it and/or
* modify it under the terms of the GNU General Public
* License as published by the Free Software Foundation;
* either version 2, or (at your option) any later version of the License.
*
* This library is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
* Lesser General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with this library; see the file COPYING.RUNTIME. If not, write to
* the Free Software Foundation, Inc., 51 Franklin Street, Fifth Floor,
* Boston, MA 02110-1301, USA.
*
* The file COPYING.RUNTIME.EXCEPTION contains an exception that allow
* to use this file with other open source license
*/
#ifndef _CAUCHY_COND_H_
#define _CAUCHY_COND_H_
#include <Eigen/SVD>
#include "Inv.h"
#include "Norm.h"
namespace Cauchy {
double cond(const Eigen::MatrixXd& m, double v = 2)
{
if(v == 2)
{
if(m.rows() == 0 || m.cols() == 0)
{
return 0.0;
}
Eigen::JacobiSVD<Eigen::MatrixXd> svd(m);
double sigma_1 = svd.singularValues()(0);
double sigma_n = svd.singularValues()(svd.singularValues().size() - 1);
return sigma_1 / sigma_n;
} else {
return norm(m, v) * norm (inv (m), v);
}
}
}
#endif
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