[jira] [Commented] (MATH-602) Inverse condition number
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https://issues.apache.org/jira/browse/MATH-602?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanelfocusedCommentId=13084560#comment-13084560
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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
[ https://issues.apache.org/jira/browse/MATH-602?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanelfocusedCommentId=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. -- This message is automatically generated by JIRA. For more information on JIRA, see: http://www.atlassian.com/software/jira
[jira] [Commented] (MATH-602) Inverse condition number
[ https://issues.apache.org/jira/browse/MATH-602?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanelfocusedCommentId=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. -- This message is automatically generated by JIRA. For more information on JIRA, see: http://www.atlassian.com/software/jira
[jira] [Commented] (MATH-602) Inverse condition number
[ https://issues.apache.org/jira/browse/MATH-602?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanelfocusedCommentId=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. -- This message is automatically generated by JIRA. For more information on JIRA, see: http://www.atlassian.com/software/jira
