Use SVD for computing the condition number of matrices (#1862)

Return Inf for singular matrices. cond(A,2) also returns NaN for all zeros input. To fix: cond(A,p) returns Inf for all zeros input except when p = 2.
JuliaLang · Jan 1, 2013 · ac0c1cd · JeffBezanson · Jan 1, 2013 · ViralBShah
1 parent 68e09fb
commit ac0c1cd
Showing 1 changed file with 13 additions and 2 deletions.
diff --git a/base/linalg.jl b/base/linalg.jl
@@ -72,8 +72,19 @@ trace(A::AbstractMatrix) = sum(diag(A))
 
 #det(a::AbstractMatrix)
 inv(a::AbstractMatrix) = a \ one(a)
-cond(a::AbstractMatrix, p) = norm(a, p) * norm(inv(a), p)
-cond(a::AbstractMatrix) = cond(a, 2)
+cond(a::AbstractMatrix) = (s = svdvals(a); max(s) / min(s))
+
+function cond(a::AbstractMatrix, p) 
+    if p == 2 
+        return cond(a)
+    else
+        try
+            return norm(a, p) * norm(inv(a), p)
+        catch SingularException
+            return Inf
+        end
+    end
+end
 
 #issym(A::AbstractMatrix)
 #ishermitian(A::AbstractMatrix)