Matrix Condition
Condition number of a matrix.
cond(M, p = 2)
M |
Numeric matrix; vectors will be considered as column vectors. |
p |
Indicates the |
The condition number of a matrix measures the sensitivity of the solution
of a system of linear equations to small errors in the data. Values of
cond(M) and cond(M, p) near 1 are indications of a
well-conditioned matrix.
cond(M) returns the 2-norm condition number, the ratio of the
largest singular value of M to the smallest.
c = cond(M, p) returns the matrix condition number in p-norm:
norm(X,p) * norm(inv(X),p).
(Not yet implemented.)
Not feasible for large or sparse matrices as svd(M) needs to be
computed. The Matlab/Octave function condest for condition
estimation has not been implemented.
Trefethen, L. N., and D. Bau III. (1997). Numerical Linear Algebra. SIAM, Philadelphia.
cond(hilb(8))
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