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From "greg sterijevski (JIRA)" <j...@apache.org>
Subject [jira] [Commented] (MATH-602) Inverse condition number
Date Fri, 12 Aug 2011 17:06:28 GMT

    [ https://issues.apache.org/jira/browse/MATH-602?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13084253#comment-13084253
] 

greg sterijevski commented on MATH-602:
---------------------------------------

Certainly, did not want to crowd up the ticket. Will submit it later in the
day.

-Greg




> 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
>
>         Attachments: svdinvcond
>
>   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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