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Posted to issues@commons.apache.org by "greg sterijevski (JIRA)" <ji...@apache.org> on 2011/06/23 21:48:47 UTC
[jira] [Created] (MATH-602) Inverse condition number
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, 3.0
Environment: All
Reporter: greg sterijevski
Priority: Minor
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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[jira] [Commented] (MATH-602) Inverse condition number
Posted by "greg sterijevski (JIRA)" <ji...@apache.org>.
[ https://issues.apache.org/jira/browse/MATH-602?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13084667#comment-13084667 ]
greg sterijevski commented on MATH-602:
---------------------------------------
I agree. I been trying to cook up a nice illustration, but nothing that is
good enough yet.
In the meanwhile, the R manual has a good discussion which eloquently (at
least far more eloquently than me..) summarizes the usefulness of the
inverse condition number.
http://stat.ethz.ch/R-manual/R-devel/library/Matrix/html/rcond.html
Suffice it to say, having an index [0..1] is a bit more useful in comparing
matrices than an unbounded number.
-Greg
PS Will post a better example after I have concocted it.
> 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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[jira] [Commented] (MATH-602) Inverse condition number
Posted by "Gilles (JIRA)" <ji...@apache.org>.
[ https://issues.apache.org/jira/browse/MATH-602?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13084251#comment-13084251 ]
Gilles commented on MATH-602:
-----------------------------
Could you possibly write a unit test for the new method?
> 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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[jira] [Updated] (MATH-602) Inverse condition number
Posted by "greg sterijevski (JIRA)" <ji...@apache.org>.
[ https://issues.apache.org/jira/browse/MATH-602?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]
greg sterijevski updated MATH-602:
----------------------------------
Attachment: svdinvcond
Patch
> 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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[jira] [Resolved] (MATH-602) Inverse condition number
Posted by "Gilles (JIRA)" <ji...@apache.org>.
[ 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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[jira] [Commented] (MATH-602) Inverse condition number
Posted by "Gilles (JIRA)" <ji...@apache.org>.
[ 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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[jira] [Commented] (MATH-602) Inverse condition number
Posted by "greg sterijevski (JIRA)" <ji...@apache.org>.
[ 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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[jira] [Updated] (MATH-602) Inverse condition number
Posted by "Phil Steitz (JIRA)" <ji...@apache.org>.
[ 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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[jira] [Updated] (MATH-602) Inverse condition number
Posted by "Gilles (Updated) (JIRA)" <ji...@apache.org>.
[ https://issues.apache.org/jira/browse/MATH-602?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]
Gilles updated MATH-602:
------------------------
Fix Version/s: (was: 3.0)
3.1
> 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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[jira] [Updated] (MATH-602) Inverse condition number
Posted by "greg sterijevski (JIRA)" <ji...@apache.org>.
[ https://issues.apache.org/jira/browse/MATH-602?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]
greg sterijevski updated MATH-602:
----------------------------------
Attachment: tstsvd
The first trivial test....
> 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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