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Posted to issues@commons.apache.org by "Phil Steitz (JIRA)" <ji...@apache.org> on 2011/08/10 08:39:27 UTC

[jira] [Updated] (MATH-602) Inverse condition number

     [ 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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