mathematical statistics - Condition number calculation in R ...
stats.stackexchange.com › questions › 241138Oct 19, 2016 · Show activity on this post. If I understood correctly, the condition number should be a product of Frobenious norms of a matrix and its inverse. In R if I do the following: m = matrix (0, nrow=3, ncol=3) m [col (m) == row (m)] = c (5,3,1) minv = solve (m) norm (m, type='F') * norm (minv, type='F') kappa (m, exact=TRUE, norm='2' ) I get ...
Condition number - Wikipedia
https://en.wikipedia.org/wiki/Condition_numberFor example, the condition number associated with the linear equation Ax = b gives a bound on how inaccurate the solution x will be after approximation. Note that this is before the effects of round-off error are taken into account; conditioning is a property of the matrix, not the algorithm or floating-pointaccuracy of the computer used to solve the corresponding system. In particular, one should think of the condition number as being (very roughly) the rate at which the solution x will …
Condition Number Calculator
https://www.omnicalculator.com/math/condition-number14.12.2021 · Welcome to the condition number calculator.Need to determine whether your linear algebra problem is well-conditioned or unstable?Will incorrect measurements or poor rounding be the downfall of your matrix equation? Here, we'll show you what a matrix condition number is and how to find the condition number of any matrix, so that you can protect yourself against any …