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How does near-dependence of columns affect the condition number?

Near-dependence of columns can produce a much larger condition number. While the exact rank might be full, the geometric closeness of the columns to a lower-dimensional subspace makes the matrix ill-conditioned, leading to sensitivity in calculations.

Conditions

  • The columns are linearly independent but nearly dependent.
  • The matrix has full exact rank.

Reasoning, step by step

  1. Observe that the columns are nearly confined to a plane or lower-dimensional subspace.
  2. Recognize that this near-dependence implies a small singular value.
  3. Conclude that a small singular value results in a large condition number.
  4. Note that calculations become sensitive due to this large condition number.

Example

Near-dependence can produce a much larger condition number.

Common misconceptions

  • Assuming that full exact rank guarantees a small condition number.
  • Believing that near-dependence only affects the visual geometry but not numerical stability.

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