What is the fastest algorithm (a link to C or C++ example would be cool) to check if a small square matrix (<16*16 elements) is singular (non-invertible, det = 0) ?
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What is the fastest algorithm (a link to C or C++ example would be cool) to check if a small square matrix (<16*16 elements) is singular (non-invertible, det = 0) ?
Best way is to compute the condition number via SVD and check if it is greater than 1 / epsilon, where epsilon is the machine precision.
If you allow false negatives (ie. a matrix is defective, but your algorithm may not detect it), you can use the max(a_ii) / min(a_ii) formula from the Wikipedia article as a proxy for the condition number, but you have to compute the QR decomposition first (the formula applies to triangular matrices): A = QR with R orthogonal, then cond(A) = cond(Q). There are also techniques to compute the condition number of Q with O(N) operations, but there are more complex.