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Extreme Optimization Mathematics Library for .NET

QRDecomposition.EstimateConditionNumber Method 

Calculates an estimate for the condition number of the 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.

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

QRDecomposition Class | Extreme.Mathematics.LinearAlgebra Namespace | LinearTransformation