Calculates an estimate for the condition
number of this Matrix.
Namespace: Extreme.Mathematics.LinearAlgebra
Assembly: Extreme.Numerics (Extreme.Numerics)
Syntax
| Visual Basic (Declaration) |
|---|
Public Overrides Function EstimateConditionNumber As Double |
| C# |
|---|
public override double EstimateConditionNumber () |
| C++ |
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public: virtual double EstimateConditionNumber () override |
Return Value
An estimate for the condition number of the Matrix.Remarks
The condition number of a matrix is defined
as the ratio of its largest to its smallest singular
value. For a diagonal matrix, the condition number is very easy to
calculate. It is the ratio of the largest to the smallest diagonal element.
This method returns the exact condition number, not just an estimate.
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.
See Also
