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I know that the condition number of a numerical problem measures the sensitivity of the answer to small changes in the input. I also have a sense that for under-determined system we would have large condition number.

But is there a more formal/complete way to describe and use condition number in terms of under-determined and over-determined system?

Any help will be appreciated!

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  • $\begingroup$ You might be interested in the condition number of a linear least squares problem, which can be defined for cases where $A$ is non-square. $\endgroup$ – Brian Borchers Oct 5 '18 at 2:30

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