Re: [eigen] OneNorm and condition number estimation |

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On Fri, 13 Jan 2012, R Kannan wrote:

I've just finished implementing an Eigen one norm estimator based on Higham
and Tisseur's algorithm[1]. (attached code below.)
[...]
I'm happy to submit a patch -- does anyone have any views on where it can
go? The code makes liberal use of lambdas so it's unsuitable for C++98.

`Gael Guennebaud knows the sparse modules best, but in the mean time I can
``comment. Let's start with some general comments to check that I understand
``what you're doing.
`

`Computing the 1-norm of a matrix is easy if you can access its
``coefficients, so I assume that for an Eigen::SparseMatrix the naive method
``will be at least similar in speed than your (i.e., Higham and Tisseur's)
``method. But the method is useful if you can evaluate matrix-vector
``products and matrix-transpose-vector products but cannot easily access
``coefficients. One important instance is when you're estimating the 1-norm
``of the inverse, and hence the 1-condition number, provided you can solve
``systems quickly.
`

`At the moment, you can put the code in Eigen's issue tracker at
``http://eigen.tuxfamily.org/bz/ so that other people can access it. That is
``the least amount of work for you. However, it will gain more visibility if
``it's incorporated in a module that is distributed with Eigen (initially,
``it will be 'unsupported'). In my opinion the functionality is important
``enough, but I'd like to see some improvements to the implementation: get
``rid of the lambdas and other C++0x stuff (unless there is a good argument
``to keep them, of course); add some documentation; add a unit test.
`
But Gael's opinion carries more weight.
Cheers,
Jitse

`PS: For PARDISO, we already have the PARDISOSupport module, but I'm sure
``that feedback and patches are welcome.
`