Calculates an estimate for the condition
number of this matrix.
Namespace:
Extreme.Mathematics
Assembly:
Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.1
public override T EstimateConditionNumber()
Public Overrides Function EstimateConditionNumber As T
public:
virtual T EstimateConditionNumber() override
abstract EstimateConditionNumber : unit -> 'T
override EstimateConditionNumber : unit -> 'T
Return Value
Type:
TAn estimate for the condition number of
the
MatrixT.
The condition number of a matrix is defined
as the ratio of its largest to its smallest singular
value. Because the calculation of singular values is
a very expensive operation, an estimate that is
cheaper to calculate is usually preferred.
Use the GetConditionNumber
method to get the exact condition number.
The condition number gives an indication of
the worst case loss of precision when solving a system
of simultaneous linear equations.
The condition number of a singular matrix
is infinite.
Reference