CholeskyDecomposition.EstimateConditionNumber Method

Calculates an estimate for the condition number of the decomposed GeneralMatrix.

[Visual Basic]
Overrides Public Function EstimateConditionNumber() As Double

[C#]
public override double EstimateConditionNumber();

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.

CholeskyDecomposition.EstimateConditionNumber Method

Return Value

Remarks

See Also