Condition number with respect to inversion
c = cond(X)
c = cond(X,p)
The condition number of a matrix measures
the sensitivity of the solution of a system of linear equations to
errors in the data. It gives an indication of the accuracy of the
results from matrix inversion and the linear equation solution. Values
1 indicate a well-conditioned matrix.
c = cond(X) returns the
2-norm condition number, the ratio of the largest singular value of
c = cond(X,p) returns the
matrix condition number in
norm(X,p) * norm(inv(X),p)
If p is...
Then cond(X,p) returns the...
1-norm condition number
2-norm condition number
Frobenius norm condition number
Infinity norm condition number
The algorithm for
2) uses the singular value decomposition,
When the input matrix is sparse,
p value and calls