problem.basisstability
Purpose
Returns various measures for the stability of the current basis, including the basis condition number.
Synopsis
x = problem.basisstability(type, norm, scaled)
Arguments
|
type
|
|
||||||||||
|
norm
|
|
||||||||||
|
scaled
|
If the stability values are to be calculated in the scaled or the unscaled matrix.
|
Further information
1. The condition number (
type =
0) of an invertible matrix is the norm of the matrix multiplied with the norm of its inverse. This number is an indication of how accurate the solution can be calculated and how sensitive it is to small changes in the data. The larger the condition number is, the less accurate the solution is likely to become.
2. The stability measures (
type =
1...4) are using the original matrix and the basis to recalculate the various vectors related to the solution and the duals. The returned stability measure is the norm of the difference of the recalculated vector to the original one.
© 2001-2022 Fair Isaac Corporation. All rights reserved. This documentation is the property of Fair Isaac Corporation ("FICO"). Receipt or possession of this documentation does not convey rights to disclose, reproduce, make derivative works, use, or allow others to use it except solely for internal evaluation purposes to determine whether to purchase a license to the software described in this documentation, or as otherwise set forth in a written software license agreement between you and FICO (or a FICO affiliate). Use of this documentation and the software described in it must conform strictly to the foregoing permitted uses, and no other use is permitted.
