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. -- This message is automatically generated by JIRA. For more information on JIRA, see: http://www.atlassian.com/software/jira