finesse.cmatrix.KLUMatrix.rgrowth

KLUMatrix.rgrowth(self) → double

klu_rgrowth : compute the reciprocal pivot growth

Pivot growth is computed after the input matrix is permuted, scaled, and off-diagonal entries pruned. This is because the LU factorization of each block takes as input the scaled diagonal blocks of the BTF form. The reciprocal pivot growth in column j of an LU factorization of a matrix C is the largest entry in C divided by the largest entry in U; then the overall reciprocal pivot growth is the smallest such value for all columns j. Note that the off-diagonal entries are not scaled, since they do not take part in the LU factorization of the diagonal blocks.

In MATLAB notation:

rgrowth = min (max (abs ((R A(p,q)) - F)) ./ max (abs (U)))

Returns

reciprocal_pivot_growthdouble