Condition Number Estimation for Sparse Matrices
Roger G. Grimes, John Gregg Lewis · SIAM Journal on Scientific and Statistical Computing · 1981
The LINPACK package of linear equation solving software provides a reliable and inexpensive algorithm for estimating the condition number of a dense matrix. The direct generalization to banded or sparse matrices is reliable, but not necessarily inexpensive. The simple modification described in this note can bring the cost of the algorithm back to a reasonable level.