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From "Gilles (JIRA)" <j...@apache.org>
Subject [jira] [Resolved] (MATH-602) Inverse condition number
Date Mon, 16 Jul 2012 22:32:34 GMT

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

Gilles resolved MATH-602.
-------------------------

    Resolution: Implemented

Suggestion was implemented quite some time ago.
An "interesting" case (as a unit test) is still missing, but it should not require this issue
to stay open.
                
> 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: 3.1
>
>         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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