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Extreme Optimization Mathematics Library for .NET

Matrix.EstimateConditionNumber Method 

Calculates an estimate for the condition number of this Matrix.

[Visual Basic]
Overrides Public Function EstimateConditionNumber() As Double
[C#]
public override double EstimateConditionNumber();

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. 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, which is returned as PositiveInfinity.

See Also

Matrix Class | Extreme.Mathematics.LinearAlgebra Namespace | LinearTransformation | GetConditionNumber