The Math Forum



Search All of the Math Forum:

Views expressed in these public forums are not endorsed by NCTM or The Math Forum.


Math Forum » Discussions » sci.math.* » sci.math.num-analysis

Topic: Condition number of matrices
Replies: 5   Last Post: Jul 5, 2006 3:36 PM

Advanced Search

Back to Topic List Back to Topic List Jump to Tree View Jump to Tree View   Messages: [ Previous | Next ]
Han de Bruijn

Posts: 5,094
Registered: 12/13/04
Re: Condition number of matrices
Posted: Jul 3, 2006 3:25 AM
  Click to see the message monospaced in plain text Plain Text   Click to reply to this topic Reply

Fijoy George wrote:

> So how does one calculate the condition number of a matrix? Given that real
> world systems are large, can we precisely calculate K(A)? Or, can we only
> hope to obtain a upper bound for K(A)?


Condition numbers are nice for theoretical considerations, but I haven't
seen they have quite a sensible meaning in practical situations. You can
calculate them _after_ you have already done a lot of work (i.e. solving
the equations) while it is suggested that you should rather know about
Condition Numbers _before_ doing so.

With Least Squares problems, though, theory leads to the insight that it
is wise to use normed equations, that is: weighted with the trace of the
element matrices OR length of the vector of equation coefficients, which
is the same thing. This doesn't help in actually predicting how large or
how small the C.N. will be, in the end.

Han de Bruijn




Point your RSS reader here for a feed of the latest messages in this topic.

[Privacy Policy] [Terms of Use]

© The Math Forum at NCTM 1994-2017. All Rights Reserved.