Lecture 15
Condition numbers.
A matrix is singular or non-singular. The
condition number of a matrix quantifies the notion that although a matrix may be
non-singular it can be "almost" singular. Matrices with a large condition are
called ill-conditioned, or close to singular. Small perturbations in
calculations using an ill-conditioned matrix as input may lead to large errors.
Some insight into this
somewhat fuzzy concept is given by working through a small 2 by 2
example.
Upon completion of the
discussion on condition numbers we turned to an application where a solving a
system of linear equations could be used to find an interpolating polynomial
through a set of points. This is the topic we will look at starting next week.
Posted: Fri - October 14, 2005 at 11:47 AM