[Octave-bug-tracker] [bug #57968] condest produces incorrect result for any matrix that is not symmetric/Hermitian

[Brian Sutton]

URL:
  <https://savannah.gnu.org/bugs/?57968>

                 Summary: condest produces incorrect result for any matrix
that is not symmetric/Hermitian
                 Project: GNU Octave
            Submitted by: briansutton
            Submitted on: Sat 07 Mar 2020 11:26:23 PM UTC
                Category: Octave Function
                Severity: 3 - Normal
                Priority: 5 - Normal
              Item Group: Incorrect Result
                  Status: None
             Assigned to: None
         Originator Name: 
        Originator Email: 
             Open/Closed: Open
                 Release: 5.2.0
         Discussion Lock: Any
        Operating System: Any

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Details:

In the condest function, the input matrix and its transpose are swapped at one
point, leading to incorrect results.

Demonstration:


octave:1> A = reshape(sqrt(0:15),4,4);
octave:2> % Desired result:
octave:3> norm(A,1)*norm(inv(A),1)
ans =  49422.61476
octave:4> % Output of condest:
octave:5> condest(A)
ans =  52089.95402
octave:6> % What condest is actually computing:
octave:7> norm(A,1)*norm(inv(A'),1)
ans =  52089.95402


Note that in line 3, it's inv(A), but in line 7, it's inv(A').

Fix:

1. In scripts/linear-algebra/condest.m function solve_sparse, swap line 242
    case "notransp"
and line 244
    case "transp"
2. In scripts/linear-algebra/condest.m function solve_not_sparse, swap line
255
    case "notransp"
and line 257
    case "transp"






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