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I have read that the QR decomposition is often used to estimate the condition number of a matrix but I don't understand... what is the benefit of using the QR decomposition for this? Is it purely computational?

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  • $\begingroup$ How would you propose computing the condition number? $\endgroup$ – whuber May 23 '19 at 14:19
  • $\begingroup$ I would do it by calculating the norm of a matrix and the norm of it's inverse and multiplying them... in particular I would use the 2-norm but am unsure if this is what the QR decomposition estimates. $\endgroup$ – JDoe2 May 24 '19 at 22:27
  • $\begingroup$ Computing the norm of the inverse is expensive. $\endgroup$ – whuber May 25 '19 at 19:28
  • $\begingroup$ Okay... How does the qr help this calculation $\endgroup$ – JDoe2 May 26 '19 at 21:12

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