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C++ API

: cond (A)
: cond (A, p)

Compute the p-norm condition number of a matrix with respect to inversion.

cond (A) is defined as norm (A, p) * norm (inv (A), p).

By default, p = 2 is used which implies a (relatively slow) singular value decomposition. Other possible selections are p = 1, Inf, "fro" which are generally faster. See norm for a full discussion of possible p values.

The condition number of a matrix quantifies the sensitivity of the matrix inversion operation when small changes are made to matrix elements. Ideally the condition number will be close to 1. When the number is large this indicates small changes (such as underflow or round-off error) will produce large changes in the resulting output. In such cases the solution results from numerical computing are not likely to be accurate.

See also: condest, rcond, condeig, norm, svd.

Package: octave