Calculates an estimate for the condition number of a matrix.
Namespace: Extreme.Mathematics.LinearAlgebra.ComplexAssembly: Extreme.Numerics.Net40 (in Extreme.Numerics.Net40.dll) Version: 6.0.16073.0 (6.0.16312.0)
public abstract double EstimateConditionNumber()
Public MustOverride Function EstimateConditionNumber As Double
public:
virtual double EstimateConditionNumber() abstract
abstract EstimateConditionNumber : unit -> float
Return Value
Type:
DoubleAn estimate for the condition number of
the matrix.
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.
Numerical Libraries
Supported in: 5.x, 4.x
Reference