Matrix Extensions.Estimate Condition Number<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#
An estimate for the condition number of the Matrix<T>.
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.2
public static T EstimateConditionNumber<T>(
this EigenvalueDecomposition<T> eig
)
Parameters
- eig EigenvalueDecomposition<T>
Type Parameters
- T
Return Value
TAn 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.