Condition Number -- from Wolfram MathWorld
https://mathworld.wolfram.com/ConditionNumber.html17.12.2021 · Condition Number. The ratio of the largest to smallest singular value in the singular value decomposition of a matrix.The base-logarithm of is an estimate of how many base-digits are lost in solving a linear system with that matrix. In other words, it estimates worst-case loss of precision. A system is said to be singular if the condition number is infinite, and ill-conditioned if it is too ...
What Is a Condition Number? – Nick Higham
https://nhigham.com/2020/03/19/what-is-a-condition-number19.03.2020 · Here are a few key points about condition numbers. Even though an explicit expression may be available for it, computing is usually as expensive as computing , so a lot of research has focused on obtaining inexpensive estimates of the condition number or bounds for it.; While , it is not true for all functions that is bounded below by .; For a range of functions that includes the matrix ...
Condition Number Calculator
https://www.omnicalculator.com/math/condition-number14.12.2021 · The condition number of a diagonal matrix D is the ratio between the largest and smallest elements on its diagonal, i.e., cond(D) = max(D ii) / min(D ii).It's important to note that this is only true when using the matrix 2-norm for computing cond(D).This is largely because D's diagonal elements are its …
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 change with respect to a change in …