Chapter 2: Systems of Linear Equations Example 2.6 Matrix Condition Number. Fig. 2 illustrates the effect of four different matrices on the unit citcle in R? using the 2-norm. A; rotates the Unit cixcle clockwise by 30 degrees but does not change the Euclidean length of any vector, so conds(Az) = 1, Az stretches the basis vector e: by a factor of 2 and shrinks the basis vector ex by a factor of 0.5, and these are both maximal, so conda(A2) = 2/0.5 = 4. As both rotates and distorts the unit circle, but the maximun ratio is still the same as with Az, 30 cond,(As) ~ 4. Finally, Ay is a more general transformation under which the maximum ratio no longer occurs for the basis vectors, but the value of the maximum is still the same, so conds( As) = 4. _ fos? 05] ye =[2 ©] condg(ay) = a-[28 8], eantay-1 ae [PQ], oman =4 Sa - _ [73 0.25 tA) - — [182091] acy — Asa [ND pig]: come 4 A= [447 Gag oneal) 4 Figure 2.3: Transformation of unit circle in 2-norma by vatious matrices ‘The following important properties of the condition number are easily derived from the definition and hold for any norm: