I am looking for a numerical tool to compute the (approximate) spectral radius or condition number of a large matrix. I used PETSc to do the same for 'smaller' matrices but for big matrices PETSc fails, probable due memory limitations of my laptop. Perhaps someone might know any other numerical tool?
2026-03-26 01:34:40.1774488880
Numerical tool to compute the spectral radius or condition number of a big matrix
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You can take the randomised Svd algorithm that samples a big matrix and take $k<\min(m,n)$ columns.From the output $\Sigma$ matrix take the ratio $\frac{\sigma_{1}}{\sigma_{k}}$ and you will have an very good approximation of the condition number. in this link you can find some easy to go functions implementing this algorithm.