Developer Reference for Intel® oneAPI Math Kernel Library for C

ID 766684
Date 7/13/2023
Public

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Estimating the Condition Number: ScaLAPACK Computational Routines

This section describes the ScaLAPACK routines for estimating the condition number of a matrix. The condition number is used for analyzing the errors in the solution of a system of linear equations. Since the condition number may be arbitrarily large when the matrix is nearly singular, the routines actually compute the reciprocal condition number.