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Bug 1708

Summary: Higham-Tisseur Condition Number Estimation
Product: Eigen Reporter: Nick Thompson <nathompson7>
Component: Core - generalAssignee: Nobody <eigen.nobody>
Status: CONFIRMED ---    
Severity: Feature Request CC: chtz, gael.guennebaud, jacob.benoit.1
Priority: Normal Keywords: Documentation, JuniorJob, test-needed
Version: 3.4 (development)   
Hardware: All   
OS: All   
Whiteboard:

Description Nick Thompson 2019-05-07 15:35:49 UTC
I noticed that Eigen has an undocumented function implementing Higham's 1988 paper on 1-norm condition number estimation. Would you be interested in adding Higham and Tisseur's algorithm (http://eprints.ma.man.ac.uk/321/1/35608.pdf) into Eigen as well? I have a draft of this functionality and a use case, so if you are interested I'm interested in participating in your project.
Comment 1 Christoph Hertzberg 2019-07-16 13:37:29 UTC
I personally have no need for that, but I don't oppose adding that.

If this is added to the public API, the existing condition number estimator should be exposed to the public API as well (and documented, and tested).

Patch welcome!