A true or false statement concerning condition number of a matrix

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SUMMARY

The discussion centers on the condition number of a matrix, denoted as ##\operatorname{cond}(A)##, which measures the sensitivity of the solution of a linear system ##Ax=b## to changes in the vector ##b##. A system is well-conditioned if the relative changes in ##b## and the solution ##x## are similar, while a large condition number indicates an ill-conditioned system. The participants conclude that statement (a) is false, asserting that a well-conditioned system does not necessarily imply a small condition number, while statement (b) is debated, with some sources labeling it as false. The only universally accepted true statement is (c), which states that a small condition number indicates a well-conditioned system.

PREREQUISITES
  • Understanding of linear algebra concepts, particularly linear systems and matrices.
  • Familiarity with the definition and calculation of the condition number, ##\operatorname{cond}(A)##.
  • Knowledge of matrix norms, especially the Euclidean norm.
  • Basic understanding of eigenvalues and their significance in matrix analysis.
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  • Study the implications of condition numbers in numerical analysis and their impact on solution stability.
  • Learn about different matrix norms and how they affect the calculation of ##\operatorname{cond}(A)##.
  • Explore methods for computing the condition number of matrices, including practical algorithms.
  • Investigate the relationship between eigenvalues and the condition number in greater detail.
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psie
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TL;DR
I'm reading Linear Algebra by Friedberg et al. They have a section on conditioning and the Rayleigh quotient. At the end, there's an exercise with a couple of true or false statement, and I'm stuck with two of them, since the answer at the back of the book seems contradictory to me.
Conditioning doesn't refer to hair conditioners in this case, but what happens to the solution of a system of linear equations ##Ax=b## when we change say the vector ##b## slightly to ##b'##. If the relative change in ##b##, that is ##\frac{\|b-b'\|}{\|b\|}##, is close to the relative change in ##x##, i.e. ##\frac{\|x-x'\|}{\|x\|}##, the system is called well-conditioned; otherwise it is ill-conditioned. If ##A## is invertible and ##b\neq 0##, then we have $$\frac1{\operatorname{cond}(A)}\frac{\|b-b'\|}{\|b\|}\leq \frac{\|x-x'\|}{\|x\|}\leq \operatorname{cond}(A)\frac{\|b-b'\|}{\|b\|},$$where ##\operatorname{cond}(A)=\|A\| \|A^{-1}\|## is the condition number of ##A##. This number is ##\geq 1## and depends on the matrix norm (the preceding inequality, however, holds for any norm satisfying ##\|Ax\|\leq\|A\| \|x\|## I think). I know at least for the Euclidean norm, that ##\|A\|## equals the square root of the largest eigenvalue of ##A^\ast A##, where ##A^\ast## is the conjugate transpose. I've heard that computing ##\operatorname{cond}(A)## is a tricky business in general.

Anyway, now I'm faced with the following two statements:

(a) If ##Ax=b## is well-conditioned, then ##\operatorname{cond}(A)## is small.

(b) If ##\operatorname{cond}(A)## is large, then ##Ax=b## is ill-conditioned.

My book says (a) is false. I agree, since if it is well-conditioned, the relative change in ##b## and ##x## has ratio near ##1## or at least ##1## plus some remainder that isn't very large in absolute value (my book gives a somewhat loose definition of well- and ill-conditioned systems, so I'm not very familiar what counts as ill-conditioned in terms of numbers). By the displayed inequality above, if we divide ##\frac{\|b-b'\|}{\|b\|}##, then we obtain $$\frac1{\operatorname{cond}(A)}\leq 1+h \leq \operatorname{cond}(A)$$where ##|h|\geq0## is small. I don't see that the preceding inequality implies that the condition number has to be small, so I conclude the statement is false.

Now notice, I think (b) is just the contrapositive of (a). However, my book claims it is true. It has been wrong before, but here I'm not so sure anymore.
 
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psie said:
Now notice, I think (b) is just the contrapositive of (a). However, my book claims it is true. It has been wrong before, but here I'm not so sure anymore.
Actually, according to what I can find online, your reference labels both (a) and (b) as False. The only True statement is:
(c) If cond(A) is small, then Ax = b is well-conditioned.
These truth-values follow from the statement on pg. 470:
1748549176580.webp
 
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renormalize said:
Actually, according to what I can find online, your reference labels both (a) and (b) as False.
Ah ok, then I have an earlier printing of the book. It actually says (b) is true in my book. Thank you!
 

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