Permutation Matrix.Estimate 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.
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
public override double EstimateConditionNumber()
Return Value
DoubleAn estimate for the condition number of the Matrix.
Remarks
The condition number of a matrix is defined as the ratio of its largest to its smallest singular value. The condition number of a permutation matrix is always 1.
The condition number gives an indication of the worst case loss of precision when solving a system of simultaneous linear equations.