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From "Phil Steitz (JIRA)" <j...@apache.org>
Subject [jira] [Updated] (MATH-602) Inverse condition number
Date Wed, 10 Aug 2011 06:39:27 GMT

     [ https://issues.apache.org/jira/browse/MATH-602?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
]

Phil Steitz updated MATH-602:
-----------------------------

    Affects Version/s:     (was: 3.0)
        Fix Version/s: 3.0

I am fine with the proposed change as long as it is clearly documented.  Patches welcome.

> Inverse condition number
> ------------------------
>
>                 Key: MATH-602
>                 URL: https://issues.apache.org/jira/browse/MATH-602
>             Project: Commons Math
>          Issue Type: Improvement
>    Affects Versions: 2.2
>         Environment: All
>            Reporter: greg sterijevski
>            Priority: Minor
>              Labels: Condition, Inverse, Number
>             Fix For: 3.0
>
>   Original Estimate: 1h
>  Remaining Estimate: 1h
>
> 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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