Example usage for org.apache.commons.math.linear SingularValueDecomposition getConditionNumber

Introduction

In this page you can find the example usage for org.apache.commons.math.linear SingularValueDecomposition getConditionNumber.

Prototype

double getConditionNumber();

Source Link

Document

Return the condition number of the matrix.

Usage

From source file:com.opengamma.analytics.math.linearalgebra.SVDecompositionCommonsResult.java

/**
 * @param svd The result of the SV decomposition, not null
 *//*from www .  j  a v a2 s  . c o m*/
public SVDecompositionCommonsResult(final SingularValueDecomposition svd) {
    Validate.notNull(svd);
    _condition = svd.getConditionNumber();
    _norm = svd.getNorm();
    _rank = svd.getRank();
    _s = CommonsMathWrapper.unwrap(svd.getS());
    _singularValues = svd.getSingularValues();
    _u = CommonsMathWrapper.unwrap(svd.getU());
    _uTranspose = CommonsMathWrapper.unwrap(svd.getUT());
    _v = CommonsMathWrapper.unwrap(svd.getV());
    _vTranspose = CommonsMathWrapper.unwrap(svd.getVT());
    _solver = svd.getSolver();
}

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From source file:com.opengamma.analytics.math.matrix.CommonsMatrixAlgebra.java

/**
 * {@inheritDoc}//from   w  w  w  .ja v  a  2 s  .  c om
 */
@Override
public double getCondition(final Matrix<?> m) {
    Validate.notNull(m, "m");
    if (m instanceof DoubleMatrix2D) {
        final RealMatrix temp = CommonsMathWrapper.wrap((DoubleMatrix2D) m);
        final SingularValueDecomposition svd = new SingularValueDecompositionImpl(temp);
        return svd.getConditionNumber();
    }
    throw new IllegalArgumentException(
            "Can only find condition number of DoubleMatrix2D; have " + m.getClass());
}

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