Definition:Condition Number

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Definition

A condition number is a coefficient which measures the degree of ill-conditioning of a mathematical problem.


Examples

Coefficient Matrix

Let $\mathbf A$ be the coefficient matrix of a system of simultaneous linear equations.

A condition number for $\mathbf A$ is:

the norm of $\mathbf A$ multiplied by the norm of its inverse $\mathbf A^{-1}$

If the system of simultaneous linear equations is ill-conditioned, $\mathbf A^{-1}$ will have relatively large elements and the condition number will likewise be large.


Also see

  • Results about condition number can be found here.


Sources