MatrixExtensions.EstimateConditionNumber<T> Method

Calculates an estimate for the condition number of the matrix.

Definition

Namespace: Numerics.NET
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.2
C#
public static T EstimateConditionNumber<T>(
	this EigenvalueDecomposition<T> eig
)

Parameters

eig  EigenvalueDecomposition<T>
 

Type Parameters

T

Return Value

T
An estimate for the condition number of the Matrix<T>.

Usage Note

In Visual Basic and C#, you can call this method as an instance method on any object of type EigenvalueDecomposition<T>. When you use instance method syntax to call this method, omit the first parameter. For more information, see Extension Methods (Visual Basic) or Extension Methods (C# Programming Guide).

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.

See Also