ABSTRACT

If a small perturbation is introduced to either the coefficient matrix A or vector b , it might lead to a big change in the solution vector x . Hence, both the direct and iterative methods are not guaranteed to give accurate solution of the given linear system.

This chapter is divided into two sections. The first section presents the concept of ill-conditioning in linear systems and how to use MATLAB® and Python to measure the condition numbers of matrices. In the second section, some regularization techniques are presented to stabilize the solutions of ill-conditioned systems.