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  1. Commons Math
  2. MATH-602

Inverse condition number

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Details

    • Improvement
    • Status: Closed
    • Minor
    • Resolution: Implemented
    • 2.2
    • 3.1
    • None
    • All

    Description

      In SingularValueDecompositionImpl, the condition number is given as the ratio of the largest singular value to the smallest singular value. While this is the correct calculation, because of concerns over rank deficiency, researchers have traditionally used the inverse of the condition number as a more stable indicator of rank deficiency.

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        1. svdinvcond
          3 kB
          greg sterijevski
        2. tstsvd
          1.0 kB
          greg sterijevski

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            Unassigned Unassigned
            gsteri1 greg sterijevski
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