Symmetric Matrix<T>.Estimate Condition Number Method
Calculates an estimate for the condition
number of the symmetric matrix.
Definition
Namespace: Numerics.NET.LinearAlgebra
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.2
C#
An estimate for the condition number of the DenseMatrix<T>.
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.2
public override T EstimateConditionNumber()
Return Value
TAn estimate for the condition number of the DenseMatrix<T>.
Remarks
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.