DoubleSymPDTriDiagFactConditionNumber Method

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

Syntax

public double ConditionNumber()

Public Function ConditionNumber As Double

public:
double ConditionNumber()

member ConditionNumber : unit -> float

Double
An estimate of the reciprocal of the condition number.

Remarks

The condition number of a matrix A is:

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

where AInv is the inverse of the matrix A. This function returns an estimate of the reciprocal of the condition number, rho = 1/kappa.