NMathFunctionsEstimateConditionNumber(FloatComplexMatrix, NormType) Method

Estimates the reciprocal of the condition number of a given matrix in the specified norm type.

Namespace: CenterSpace.NMath.Core
Assembly: NMath (in NMath.dll) Version: 7.4

Syntax

public static float EstimateConditionNumber(
	FloatComplexMatrix A,
	NormType norm
)

Public Shared Function EstimateConditionNumber ( 
	A As FloatComplexMatrix,
	norm As NormType
) As Single

public:
static float EstimateConditionNumber(
	FloatComplexMatrix^ A, 
	NormType norm
)

static member EstimateConditionNumber : 
        A : FloatComplexMatrix * 
        norm : NormType -> float32

Parameters

A FloatComplexMatrix: A matrix.
norm NormType: The norm used to compute the condition number.

Return Value

Single
An estimate of the reciprocal of the condition number of the matrix A.

Exceptions

Exception	Condition
MatrixNotSquareException	Thrown if the factored matrix is not square.

Remarks

The condition number of A is:

Copy

kappa = ||A|| ||AInv||

where AInv is the inverse of the matrix A. This function returns an estimate for rho = 1/kappa which is never less than rho and in practice is nearly always less than 10*rho.

Reference

NMathFunctions Class

EstimateConditionNumber Overload

CenterSpace.NMath.Core Namespace