Cholesky Decomposition<T>.Estimate Condition Number Method
Definition
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
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.
This method uses the LAPACK routine ?POCON.