 | NMath |
Computes an estimate of the reciprocal of the condition number of a given matrix
in the 1-norm.
Namespace: CenterSpace.NMath.Core
Assembly: NMath (in NMath.dll) Version: 7.4
Syntaxpublic static double ConditionNumber( DoubleHermitianMatrix A, bool isPositiveDefinite )
Parameters
- A DoubleHermitianMatrix
- An Hermitian matrix.
- isPositiveDefinite Boolean
- true if A is positive definite.
Return Value
DoubleAn estimate of the reciprocal of the condition number.
Remarks
The condition number of a matrix A is:
where AInv is the inverse of the matrix A. This function
returns an estimate of the reciprocal of the condition number, rho = 1/kappa.
C#
kappa = ||A|| ||AInv||
See Also