fastmatrix (version 0.5-7721)

scaled.condition: Scaled condition number

Description

Compute the scaled condition number of a rectangular matrix.

Usage

scaled.condition(x, scales = FALSE)

Value

The columns of a rectangular matrix x are equilibrated (but not centered), then the scaled condition number is computed following the guidelines of Belsley (1990). If requested, the column scalings are returned as the attribute 'scales'.

Arguments

x

a numeric rectangular matrix.

scales

a logical value indicating whether the scaling factors that allow balancing the columns of x should be returned by the function.

References

Belsley, D.A. (1990). Conditioning Diagnostics: Collinearity and Weak Data in Regression. Wiley, New York.

Examples

x <- matrix(c(1, 1, 1,
              1, 2, 1,
              1, 3, 1,
              1, 1,-1,
              1, 2,-1,
              1, 3,-1), ncol = 3, byrow = TRUE)
scaled.condition(x)