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Linear Algebra

Published On:
Aug 9, 2018
Last Updated:
Aug 9, 2018

Matrix Condition Number

low condition number -> matrix is well conditioned
high condition number -> matrix is ill conditioned

infinity -> matrix is singular (non-invertible)

A matrix that is not invertible has a condition number of infinity.

What does this mean in a practical sense? When using the formula Ax = b\textbf{Ax = b}, a matrix A\textbf{A} with a high condition number is usually unsuitable when solving real-world problems, as it means that a small change in bb will result in a large change in x\textbf{x}.