Undergrad Is the Frobenius Norm a Reliable Indicator of Matrix Conditioning?

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SUMMARY

The Frobenius norm of a matrix, calculated as 1.45 in this discussion, does not directly indicate whether a matrix is well-posed or ill-posed. The critical factor for determining matrix conditioning is the ratio of the largest singular value to the smallest singular value. A significant disparity, such as a ratio of 10^40, indicates an ill-conditioned matrix, despite the Frobenius norm being relatively low at 1.5. This highlights the importance of understanding the relationship between different norms and their implications for numeric stability.

PREREQUISITES
  • Understanding of matrix norms, specifically Frobenius and Max norms
  • Knowledge of singular value decomposition (SVD)
  • Familiarity with concepts of well-posed and ill-posed problems in numerical analysis
  • Basic principles of linear algebra, particularly from "Linear Algebra Done Wrong"
NEXT STEPS
  • Study the relationship between singular values and matrix conditioning
  • Learn about the implications of different matrix norms on numeric stability
  • Explore the concepts of well-posed and ill-posed problems in numerical methods
  • Read "Linear Algebra Done Wrong" to strengthen foundational knowledge in linear algebra
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Mathematicians, data scientists, and engineers who work with numerical methods and matrix analysis, particularly those interested in understanding matrix conditioning and numeric stability issues.

SeM
I have calculated that a matrix has a Frobenius norm of 1.45, however I cannot find any text on the web that states whether this is an ill-posed or well-posed indication. Is there a rule for Frobenius norms that directly relates to well- and ill-posed matrices?

Thanks
 
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I assume by "ill posed" you mean poorly conditioned, i.e. potential numeric stability problems associated with inversion.

Like I said in your thread here:

https://www.physicsforums.com/threads/how-can-i-analyse-and-classify-a-matrix.931056/

it's the ratio of the largest singular value to smallest singular value that matters. I really struggle to imagine why you'd take that information and then ask a question about about adding up all the squared singular values, and asking what that sum (or the square root of that sum) tells us about condition number.
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Perhaps it'd be prudent for you to make your way through the first 7 chapters of Linear Algebra Done Wrong:

https://www.math.brown.edu/~treil/papers/LADW/LADW.html

It would walk you through many of the fundamentals needed to connect the dots between these different ideas.
 
StoneTemplePython said:
I assume by "ill posed" you mean poorly conditioned, i.e. potential numeric stability problems associated with inversion.

Like I said in your thread here:

https://www.physicsforums.com/threads/how-can-i-analyse-and-classify-a-matrix.931056/

it's the ratio of the largest singular value to smallest singular value that matters. I really struggle to imagine why you'd take that information and then ask a question about about adding up all the squared singular values, and asking what that sum (or the square root of that sum) tells us about condition number.
- - - -
Not really need to go through an entire book for this. It's actually as comprehensive as you wrote here, which I was not aware of. However, the strange thing is that if the ratio between the smallest and largest values of the matrix is in the magnitude of 10^40, it defines an ill conditioned matrix, and the Max norm is very high, about 78. However, the Frobenius norm is "only" 1.5 , so I thought it was strange these two norm would deviate so much.
 
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