[Cbc] Condition number

Giacomo Nannicini giacomo.n at gmail.com
Mon Feb 1 16:05:55 EST 2010


Hello,
in the CoinFactorization class there is a function called
conditionNumber(), with description: "returns product of pivots after
factorization".
Can someone explain in more detail how this number is computed, and
how is it related to the standard definition of condition number of a
matrix? That is, is this really the condition number of the basis in
some norm, or simply an estimation?

Thanks

Giacomo



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