QRDecomposition<T>.EstimateConditionNumber Method
Calculates an estimate for the condition
number of the matrix.
DefinitionPermalink
Namespace: Numerics.NET.LinearAlgebra
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.4
C#
An estimate for the condition number of the Matrix<T>.
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.4
public override T EstimateConditionNumber()
Return ValuePermalink
TAn estimate for the condition number of the Matrix<T>.
RemarksPermalink
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.