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Compute rough estimate of reciprocal of condition number
SYNOPSIS
b, x, J, factorization = \
mrcal.optimizer_callback(**optimization_inputs)
rcond = factorization.rcond()
Calls cholmod_rcond(). Its documentation says:
Returns a rough estimate of the reciprocal of the condition number: the
minimum entry on the diagonal of L (or absolute entry of D for an LDLT
factorization) divided by the maximum entry. L can be real, complex, or
zomplex. Returns -1 on error, 0 if the matrix is singular or has a zero or NaN
entry on the diagonal of L, 1 if the matrix is 0-by-0, or
min(diag(L))/max(diag(L)) otherwise. Never returns NaN; if L has a NaN on the
diagonal it returns zero instead.
ARGUMENTS
- None
RETURNED VALUE
A single floating point value: an estimate of the reciprocal of the condition
number
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