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Spectral condition number of a positive-definite matrix
(
κ
2
(
A
)
)
...
Mathematics
Area of mathematics
Algebra
Linear algebra
Quadratic form
Positive-definite matrix
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For a real symmetric positive-definite matrix,
κ
2
(
A
)
=
λ
m
i
n
(
A
)
λ
m
a
x
(
A
)
.
(167)
It measures the sensitivity of the linear system and controls convergence bounds for iterative solvers.
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(7)
Positive-definite matrix
Quadratic form
Linear algebra
Algebra
Area of mathematics
Mathematics
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Condition number