MATH-602

Inverse condition number.


git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1157345 13f79535-47bb-0310-9956-ffa450edef68

src/main/java/org/apache/commons/math/linear/SingularValueDecompositionImpl.java

@@ -545,6 +545,17 @@ public class SingularValueDecompositionImpl implements SingularValueDecompositio
         return singularValues[0] / singularValues[n - 1];
     }
 
+    /**
+     * Computes the inverse of the condition number.
+     * In cases of rank deficiency, the {@link #getConditionNumber() condition
+     * number} will become undefined.
+     *
+     * @return the inverse of the condition number.
+     */
+    public double getInverseConditionNumber() {
+        return singularValues[n - 1] / singularValues[0];
+    }
+
     /** {@inheritDoc} */
     public int getRank() {
         int r = 0;

src/test/java/org/apache/commons/math/linear/SingularValueDecompositionImplTest.java

@@ -298,6 +298,13 @@ public class SingularValueDecompositionImplTest {
         Assert.assertEquals(3.0, svd.getConditionNumber(), 1.5e-15);
     }
 
+    @Test
+    public void testInverseConditionNumber() {
+        SingularValueDecompositionImpl svd =
+            new SingularValueDecompositionImpl(MatrixUtils.createRealMatrix(testSquare));
+        Assert.assertEquals(1.0/3.0, svd.getInverseConditionNumber(), 1.5e-15);
+    }
+    
     private RealMatrix createTestMatrix(final Random r, final int rows, final int columns,
                                         final double[] singularValues) {
         final RealMatrix u =