Condition number and linear-system perturbation
For invertible A and an induced matrix norm, κ(A)=‖A‖‖A⁻¹‖.
Key knowledge
For invertible A and an induced matrix norm, κ(A)=‖A‖‖A⁻¹‖. If A(x+Δx)=b+Δb with b≠0, then ‖Δx‖/‖x‖≤κ(A)‖Δb‖/‖b‖.
Conditions and scope
- A is fixed in the displayed bound; use a consistent induced norm.
- A small residual alone need not mean a small solution error when κ(A) is large.
Sources · 1
References
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Evidence and review
Definition 2.8.1, Theorem 2.8.1 and residual section.
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Entry details
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- math-linear-system-conditioning
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- university-core.1
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- University core expansion