# User:Nikita2/sandbox2

Condition number of square matrix $A$ is defined as \begin{equation} \kappa(A) = \|A\|_2\cdot\|A^{-1}\|_2. \end{equation} If A is singular matrix ( degenerate matrix ) $\kappa(A)=\infty$. Condition number of matrix $A$ is a way of describing how well or bad the system $Ax=b$ could be approximated. If $\kappa(A)$ is small the problem is well-conditioned and if $\kappa(A)$ is large the problem is rather ill-conditioned.

Another expression for condition number is $\kappa(A) = \dfrac{\sigma_{\max}}{\sigma_{\min}}$, were $\sigma_{\max}$ and $\sigma_{\min}$ are maximal and minimal singular values of matrix $A$. If $A$ is a symmetric matrix then $\kappa(A)=\left|\dfrac{\lambda_\max}{\lambda_\min}\right|$, here $\lambda_\max$ and $\lambda_\min$ denote the largest and smallest eigenvalues of $A$.

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*Encyclopedia of Mathematics.*URL: http://encyclopediaofmath.org/index.php?title=Nikita2/sandbox2&oldid=29461