Higham-Tisseur Condition Number Estimation

Submitted by Nick Thompson

Assigned to Nobody

Link to original bugzilla bug (#1708)
Version: 3.4 (development)

Description

I noticed that Eigen has an undocumented function implementing Higham's 1988 paper on 1-norm condition number estimation. Would you be interested in adding Higham and Tisseur's algorithm (http://eprints.ma.man.ac.uk/321/1/35608.pdf) into Eigen as well? I have a draft of this functionality and a use case, so if you are interested I'm interested in participating in your project.