|MATLAB Function Reference|
Condition number with respect to inversion
The condition number of a matrix measures the sensitivity of the solution of a system of linear equations to errors in the data. It gives an indication of the accuracy of the results from matrix inversion and the linear equation solution. Values of
cond(X,p) near 1 indicate a well-conditioned matrix.
c = cond(X)
returns the 2-norm condition number, the ratio of the largest singular value of
X to the smallest.
c = cond(X,p)
returns the matrix condition number in
||1-norm condition number
||2-norm condition number
||Frobenius norm condition number
||Infinity norm condition number
The algorithm for
p = 2) uses the singular value decomposition,
 Anderson, E., Z. Bai, C. Bischof, S. Blackford, J. Demmel, J. Dongarra, J. Du Croz, A. Greenbaum, S. Hammarling, A. McKenney, and D. Sorensen, LAPACK User's Guide (http://www.netlib.org/lapack/lug/ lapack_lug.html), Third Edition, SIAM, Philadelphia, 1999.
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