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SingularValueDecompositionTolerance Property

Gets or sets the tolerance with which singular values are distinguished from zero.

Namespace:  Meta.Numerics.Matrices
Assembly:  Meta.Numerics (in Meta.Numerics.dll) Version: 4.1.4
public double Tolerance { get; set; }

Property Value

Type: Double
ArgumentOutOfRangeExceptionThe assigned value is outside the range [0,1).

Some operations offered by singular value decompositions, including rank determination and computation of the pseudo-inverse matrix, depend on determining whether or not a singular value is zero. Since floating point numbers are only approximate representations of real numbers, singular values will usually not be exactly zero even for matrices for which they should be, but will instead be very tiny numbers, on the order of floating point precision (about 10-16) as a fraction of the largest singular value. The value of this property is used to determine how small a singular value must be, as a fraction of the largest singular value, to be considered zero for these purposes. Usually you will want to maintain its default value.

See Also