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
|
|
0
|
Condition number of the basis.
|
|
1
|
Stability measure for the solution relative to the current basis.
|
|
2
|
Stability measure for the duals relative to the current basis.
|
|
3
|
Stability measure for the right hand side relative to the current basis.
|
|
4
|
Stability measure for the basic part of the objective relative to the current basis.
|
|
|
norm
|
|
0
|
Use the infinity norm.
|
|
1
|
Use the 1 norm.
|
|
2
|
Use the Euclidian norm for vectors and the Frobenius norm for matrices.
|
|
|
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.
© 2001-2025 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.
