Lesson 11 of 15
Condition Number
Condition Number
The condition number measures how sensitive a linear system is to small perturbations:
A large condition number means the system is ill-conditioned: tiny errors in can cause enormous errors in .
2×2 Eigenvalues via Trace and Determinant
For a 2×2 symmetric matrix, eigenvalues are:
where and .
Interpretation
| Meaning | |
|---|---|
| Well-conditioned; safe to solve | |
| Lose about 6 digits of precision | |
| Essentially singular on 64-bit floats |
Examples
Your Task
Implement condition_number_2x2(A) that computes for a 2×2 symmetric positive definite matrix using the trace-determinant formula.
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