Developer Reference for Intel® oneAPI Math Kernel Library for Fortran

ID 766686
Date 12/16/2022
Public

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Estimating the Condition Number: LAPACK Computational Routines

This section describes the LAPACK 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 (see Error Analysis). Since the condition number may be arbitrarily large when the matrix is nearly singular, the routines actually compute the reciprocal condition number.