LUDecomposition<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. 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