Thread: Generate a random matrix given a condition number

If I am given the condition number , how can i generate a random matrix with that condition number. The matrix can have any number of rows and columns. please help...

The "condition number" of a matrix, A, is defined as [tex]||A||||A^{-1}|| For symmetric matrices, this is equal to where is the largest eigenvalue and is the smallest.

So the simplest thing to do to take a diagonal matrix with appropriate numbers on the diagonal. For example, if the condition number is to be 3/2, a matrix with that condition number is
.

If you wanted 3 by 3 or 4 by 4 matrices just put numbers between those on the diagonal. To get a non-diagonal matrix (so it looks like you've done more work!) take of your diagonal matrix D by some invertible matrix A.

Thanks for the reply .. but condition number of D does not seem to be equal to condition number of . I took invertible matrix:
A= [1 1; -1 2] and performed with D=.but i get the condition number as 1.5328 instead of 1.500. I cant make out why??