An Estimate for the Condition Number of a Matrix

descriptionPublicationkeyboard_double_arrow_right Article 01 Apr 1979 English Publisher:Society for Industrial & Applied Mathematics (SIAM)Journal:SIAM Journal on Numerical Analysis, volume 16, pages 368-375 (issn: 0036-1429, eissn: 1095-7170,

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Authors: Cline, A. K.; Moler, C. B.; Stewart, G. W.; Wilkinson, J. H.;

doi: 10.1137/0716029

An Estimate for the Condition Number of a Matrix

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Abstract

It is important in practice when solving linear systems to have an economical method for estimating the condition number $\kappa (A)$ of the matrix of coefficients. An algorithm involving $O(n^2 )$ arithmetic operations is described; it gives a reliable indication of the order of magnitude of $\kappa (A)$.

Keywords

Algorithm, Matrix, Numerical computation of matrix norms, conditioning, scaling, Linear Systems, Condition Number, Estimate, Economical Method

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