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#
public override T EstimateConditionNumber()

Return ValuePermalink

T
An 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.

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