The condition number
of a matrix is the ratio of the largest to the smallest
singular value in its singular
value decomposition. 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 large, where "too large" means roughly
the precision of matrix entries.
An estimate of the -norm
condition number of a matrix can be computed in the Wolfram
Language prior to Version 11.2 using LinearAlgebra`MatrixConditionNumber[m,
p] for
, 2, or
, where omitting the
is equivalent to specifying Infinity.
A similar approximation for the
condition number can be computed using LUDecomposition[mat][[-1]].
Computation of the condition number of a matrix may be implemented in a future version of the Wolfram Language using MatrixConditionNumber.