MatrixExtensions.EstimateConditionNumber<T> Method

Calculates an estimate for the condition number of the matrix.

Definition

Namespace: Extreme.Mathematics
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23

public static T EstimateConditionNumber<T>(
	this EigenvalueDecomposition<T> eig
)

Visual Basic

<ExtensionAttribute>
Public Shared Function EstimateConditionNumber(Of T) ( 
	eig As EigenvalueDecomposition(Of T)
) As T

C++/CLI

public:
[ExtensionAttribute]
generic<typename T>
static T EstimateConditionNumber(
	EigenvalueDecomposition<T>^ eig
)

[<ExtensionAttribute>]
static member EstimateConditionNumber : 
        eig : EigenvalueDecomposition<'T> -> 'T

Parameters

eig EigenvalueDecomposition<T>

Type Parameters

T

Return Value

T
An 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.