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: 5.1.0.0

Syntax

C#
public static double EstimateConditionNumber(
	DoubleComplexMatrix A,
	NormType norm
)
Visual Basic (Declaration)
Public Shared Function EstimateConditionNumber ( _
	A As DoubleComplexMatrix, _
	norm As NormType _
) As Double
Visual C++
public:
static double EstimateConditionNumber(
	DoubleComplexMatrix^ A, 
	NormType norm
)

Parameters

A
Type: CenterSpace.NMath.Core..::.DoubleComplexMatrix
A matrix.
norm
Type: CenterSpace.NMath.Core..::.NormType
The norm used to compute the condition number.

Return Value

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

Remarks

The condition number of A is:
CopyC#
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.

Exceptions

ExceptionCondition
CenterSpace.NMath.Core..::.MatrixNotSquareExceptionThrown if the factored matrix is not square.

See Also