DiagonalMatrix<T>.EstimateConditionNumber Method

public override T EstimateConditionNumber()

Public Overrides Function EstimateConditionNumber As T

public:
virtual T EstimateConditionNumber() override

abstract EstimateConditionNumber : unit -> 'T 
override EstimateConditionNumber : unit -> 'T 

Return Value

The condition number of a matrix is defined as the ratio of its largest to its smallest singular value. For a diagonal matrix, the condition number is very easy to calculate. It is the ratio of the largest to the smallest diagonal element. This method returns the exact condition number, not just an estimate.

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