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Rank, Determinan, Condition Number, Trace

Hereinafter the following convention is used:

  • VSmall Greek – small Greek letters are used to denote scalars;

  • VSmall Latin – small Latin letters are used to denote vectors;

  • VCapital Latin – capital Latin letters are used to denote matrices.

Methods

Operation

Description

Performance

rank

Computes the rank of this matrix using SVD.

methodRank

determinant

Computes the determinant of the matrix using LU factorization.

methodDeterminant

condition number

Computes the condition number of the matrix using SVD.

Condition number is the product of the two operator norms:

MCondition Num

methodConditionNumber

trace

Computes the trace of the matrix (sum of diagonal elements).

methodTrace

See Also