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Results tagged with condition-number
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user 370
For questions about calculating or interpreting condition numbers. Most commonly refers to the condition number of a matrix, but can be applied generally to analyzing the error in a function based on error in the input.
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Condition number of A'A and AA' formulations
Well, let’s look at why $A^TA$ has approximately the squared condition number of $A$. Using the SVD decomposition of $A=USV^T$, with $U \in \mathbb{R}^{N \times N}$, $S \in \mathbb{R}^{N \times M}$, $ …
- 780