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Extreme Optimization Mathematics Library for .NET

Matrix.GetConditionNumber Method 

Calculates the condition number of this Matrix.

[Visual Basic]
Overridable Public Function GetConditionNumber() As Double
[C#]
public virtual double GetConditionNumber();

Return Value

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. Calculating the singular values is an expensive operation. The EstimateConditionNumber method is faster, but returns an approximation to the 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 | EstimateConditionNumber