Calculates an estimate for the condition number of a matrix.
Namespace:
Extreme.Mathematics.LinearAlgebra
Assembly:
Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.1
public virtual T EstimateConditionNumber()
Public Overridable Function EstimateConditionNumber As T
public:
virtual T EstimateConditionNumber()
abstract EstimateConditionNumber : unit -> 'T
override EstimateConditionNumber : unit -> 'T
Return Value
Type:
TAn 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.
Reference