LUDecomposition<T>.EstimateConditionNumber Method

Calculates an estimate for the condition number of the matrix underlying this system of equations.

Definition

Namespace: Extreme.Mathematics.LinearAlgebra
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
C#
public override T EstimateConditionNumber()

Return Value

T
An 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.

See Also