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Recently, I studied A research paper where author has compared his proposed method with several other existing method on a randomly sigular matrices with fixed condition number. My question is can we generate a random matrices with desired condition number using matlab?

Here is the link of paper: An improved method for the computation of the Moore-Penrose inverse matrix, table 3

Please clarify my doubt. I would be very much thankful to you.

Emily
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Srijan
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1 Answers1

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Matrices in Table 3 are well-known matrices which are close to singular. The condition number is defined as the ratio between the maximal and the minimal singular values. In order to generate a matrix with a desired condition number, you can use SVD decomposition and modify the matrix with the singular values:

nr=4; %Number of rows
nc=5; %Number of columns
CondNumb=10*sqrt(2); %Desired condition number
A=randn(nr,nc);
[U,S,V]=svd(A);
S(S~=0)=linspace(CondNumb,1,min(nr,nc));
A=U*S*V';

Regards, Fernando

Fernando Domene
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  • Thanks dear it is really helpful to me. I have few queries please clarify me. I didn't get this : CondNumb=10*sqrt(2). Also how to modify the matrix with the singular vectors. I am sorry for my silly question. – Srijan Sep 18 '12 at 15:46
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    You are welcome! CondNumb=10*sqrt(2) is just an example. For instance, if you want a condition number of 1000, you have to set CondNumb=1000. Regarding the modification of the matrix with the singular vectors, it was an error. I was refering to the matrix of singular values S. Modifying the orifinal matrix S with the instruction S=diag(linspace(CondNumb,1,N)), allows you to change the condition number. Hope this helps – Fernando Domene Sep 19 '12 at 09:07
  • Thanks for your answer. Your suggested method is working for square matrices but I want to use that for rectangular matrices. Whenever I am running the code it is showing error for S. Error is matrix dimension is not agree. I am unable to aplly proper code to make it rectangular. This is my last question from you. Please help me. – Srijan Sep 19 '12 at 23:37
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    You are welcome! I edit the original code for rectangular matrices. Hope it helps. – Fernando Domene Sep 20 '12 at 12:39