I have read that the
kappa function in R does not always explicitly calculate the condition number of a matrix, but rather, estimates the 2 norm of a matrix or a QR decomposition (see here). I was just wondering if anyone knows what the approximation used here is and has any idea where I can read more about the math of the underlying algorithm behind
Update: As user
yarnabrina has pointed out, the functions in the R source code I am particularly interested in are
kappa.qr. Thanks again to
yarnabrina and also any future answers!