Frequently Asked Questions
What is a matrix condition number?
How much the relative error in the solution of Ax = b can be amplified by the relative error in A or b. Small kappa is good; large kappa is bad.
Frobenius versus 2-norm condition number?
The 2-norm condition number is the ratio of the largest to smallest singular value and is the standard. Frobenius is easier to compute and bounds the 2-norm within square root of n.
When is a system ill-conditioned?
When the condition number is very large (rule of thumb: greater than 10 to the 6 in double precision). Tiny input perturbations can produce huge changes in the solution.
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