The algorithm which estimates the condition number of a symmetric positive definite matrix is similar to the algorithm which evaluates condition number of a general matrix, the only difference is that, during the evaluation, LDLT-decomposition is used instead of LU-decomposition. Therefore, we will not examine the principles of the algorithm here, since it can be found by following the link above.

This module consists of two subroutines: SMatrixLDLTRCond and SMatrixRCond. The first subroutine estimates the condition number of a matrix given by LDLT-decomposition, and the second one estimates the condition number of a matrix whose LDLT-decomposition hasn't been generated yet. Because 1-norm and ∞-norm of symmetric matrices are equal, there is no individual subroutine for each type of norm.

This algorithm is transferred from the LAPACK library.

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C#

C# 1.0 source.
srcond.csharp.zip - Condition number estimate of a symmetric indefinite matrix

C++

C++ source.
srcond.cpp.zip - Condition number estimate of a symmetric indefinite matrix
ablas.zip - optimized basic linear algebra subroutines with SSE2 support (for C++ sources only)

C++, multiple precision arithmetic

C++ source. MPFR/GMP is used.
GMP source is available from gmplib.org. MPFR source is available from www.mpfr.org.
srcond.mpfr.zip - Condition number estimate of a symmetric indefinite matrix
mpfr.zip - precompiled Win32 MPFR/GMP binaries

Delphi

Delphi source.
Can be compiled under FPC (in Delphi compatibility mode).
srcond.delphi.zip - Condition number estimate of a symmetric indefinite matrix

Visual Basic 6

Visual Basic 6 source.
srcond.vb6.zip - Condition number estimate of a symmetric indefinite matrix

Zonnon ^beta

Zonnon source.
Zonnon is an experimental language developed at ETH Zurich.
See www.zonnon.ethz.ch for more information.
srcond.zonnon.zip - Condition number estimate of a symmetric indefinite matrix