Constant Matrix<T>.Get Condition Number Method
Calculates an estimate for the condition
number of this matrix.
Definition
Namespace: Extreme.Mathematics.LinearAlgebra
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
C#
An estimate for the condition number of the Matrix<T>.
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
public override T GetConditionNumber()
Return Value
TAn estimate for the condition number of the Matrix<T>.
Remarks
The condition number of a matrix is defined as the ratio of its largest to its smallest singular value. For a diagonal matrix, the condition number is very easy to calculate. It is the ratio of the largest to the smallest diagonal element.
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.