Intel® Math Kernel Library 2018 Developer Reference - C

Estimating the Condition Number: ScaLAPACK Computational Routines

This section describes the ScaLAPACK routines for estimating the condition number of a matrix. The condition number is used for analyzing the errors in the solution of a system of linear equations. Since the condition number may be arbitrarily large when the matrix is nearly singular, the routines actually compute the reciprocal condition number.