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Condition numbers can also be defined for nonlinear functions, and can be computed using calculus.The condition number varies with the point; in some cases one can use the maximum (or supremum) condition number over the domain of the function or domain of the question as an overall condition number, while in other cases the condition number at a particular point is of more interest.
that is, as a Gramian matrix for powers of x. It arises in the least squares approximation of arbitrary functions by polynomials. The Hilbert matrices are canonical examples of ill-conditioned matrices, being notoriously difficult to use in numerical computation. For example, the 2-norm condition number of the matrix above is about 4.8 × 10 5.
In linear algebra and numerical analysis, a preconditioner of a matrix is a matrix such that has a smaller condition number than . It is also common to call T = P − 1 {\displaystyle T=P^{-1}} the preconditioner, rather than P {\displaystyle P} , since P {\displaystyle P} itself is rarely explicitly available.
Using the pseudoinverse and a matrix norm, one can define a condition number for any matrix: = ‖ ‖ ‖ + ‖. A large condition number implies that the problem of finding least-squares solutions to the corresponding system of linear equations is ill-conditioned in the sense that small errors in the entries of A {\displaystyle A} can ...
The condition number is computed by finding the maximum singular value divided by the minimum singular value of the design matrix. [10] In the context of collinear variables, the variance inflation factor is the condition number for a particular coefficient.
The condition number of the stiffness matrix depends strongly on the quality of the numerical grid. In particular, triangles with small angles in the finite element mesh induce large eigenvalues of the stiffness matrix, degrading the solution quality.
The standard convergence condition (for any iterative method) is when the spectral radius of the iteration matrix is less than 1: ((+)) < A sufficient (but not necessary) condition for the method to converge is that the matrix A is strictly or irreducibly diagonally dominant. Strict row diagonal dominance means that for each row, the absolute ...
For very high condition numbers, even very small errors due to rounding can be magnified to such an extent that the result is meaningless. It would be good to reduce the condition number of A . This can be done by preconditioning : A matrix P such that P ≈ A −1 is constructed, and then the equation PAx = Pb is solved for x .