Numeric matrix; vectors will be considered as column vectors.
p
Indicates the p-norm.
At the moment, norms other than p=2 are not implemented.
Value
cond(M) returns the 2-norm condition number, the ratio of the
largest singular value of M to the smallest.
c = cond(M, p) returns the matrix condition number in p-norm:
norm(X,p) * norm(inv(X),p).
(Not yet implemented.)
Details
The condition number of a matrix measures the sensitivity of the solution
of a system of linear equations to small errors in the data. Values of
cond(M) and cond(M, p) near 1 are indications of a
well-conditioned matrix.
References
Trefethen, L. N., and D. Bau III. (1997). Numerical Linear Algebra. SIAM,
Philadelphia.