Calculates an estimate for the condition
number of the matrix.
Namespace: Extreme.MathematicsAssembly: Extreme.Numerics.Net40 (in Extreme.Numerics.Net40.dll) Version: 6.0.16073.0 (6.0.17114.0)
public static T EstimateConditionNumber<T>(
this EigenvalueDecomposition<T> eig
)
<ExtensionAttribute>
Public Shared Function EstimateConditionNumber(Of T) (
eig As EigenvalueDecomposition(Of T)
) As T
public:
[ExtensionAttribute]
generic<typename T>
static T EstimateConditionNumber(
EigenvalueDecomposition<T>^ eig
)
[<ExtensionAttribute>]
static member EstimateConditionNumber :
eig : EigenvalueDecomposition<'T> -> 'T
Parameters
- eig
- Type: Extreme.Mathematics.LinearAlgebraEigenvalueDecompositionT
Type Parameters
- T
Return Value
Type:
TAn estimate for the condition
number of the
MatrixT.
Usage Note
In Visual Basic and C#, you can call this method as an instance method on any object of type
EigenvalueDecompositionT. When you use instance method syntax to call this method, omit the first parameter. For more information, see
Extension Methods (Visual Basic) or
Extension Methods (C# Programming Guide).
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.
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.
Numerical Libraries
Supported in: 6.0
Reference