Calculates an estimate for the condition
number of the decomposed GeneralMatrix.
Namespace: Extreme.Mathematics.LinearAlgebra
Assembly: Extreme.Numerics (Extreme.Numerics)
Syntax
| Visual Basic (Declaration) |
|---|
Public Overrides Function EstimateConditionNumber As Double |
| C# |
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public override double EstimateConditionNumber () |
| C++ |
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public: virtual double EstimateConditionNumber () override |
Return Value
An estimate for the condition number of the GeneralMatrix.Remarks
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, which is returned as PositiveInfinity.
This method uses the LAPACK routine DPOCON.
See Also
