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Definite matrix

Positive-definite matrix

Condition number

{title2=$\kappa_2(A)$}

For a real symmetric positive-definite matrix,
$$
\kappa_2(A)=\frac{\lambda_{\max}(A)}{\lambda_{\min}(A)}.
$$
It measures the sensitivity of the linear system and controls convergence bounds for iterative solvers.


Spectral condition number of a positive-definite matrix

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Spectral condition number of a positive-definite matrix ( $κ_{2} (A)$ )

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Spectral condition number of a positive-definite matrix (κ2​(A))

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