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From "Gilles (JIRA)" <j...@apache.org>
Subject [jira] [Commented] (MATH-602) Inverse condition number
Date Sat, 13 Aug 2011 07:54:27 GMT

    [ https://issues.apache.org/jira/browse/MATH-602?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13084560#comment-13084560
] 

Gilles commented on MATH-602:
-----------------------------

Committed in revision 1157345.
However it would be nice to have a non-trivial test, showing the usefulness of the method.
IIUC, the rationale for adding it is that
{code}
getInverseConditionNumber()
{code}
is not always equal to
{code}
1 / getConditionNumber()
{code}
(?)
Which is rather not obvious from the code...


> 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, tstsvd
>
>   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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