Developer Reference for Intel® oneAPI Math Kernel Library for Fortran

ID 766686
Date 3/22/2024
Public
Document Table of Contents

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.