Condition Number Warning - Quant Trader Interview Question
Difficulty: Medium
Category: Linear Algebra & Machine Learning
Practice quant interview questions from top firms including Jane Street, Citadel, Two Sigma, DE Shaw, and other leading quantitative finance companies.
Topics: linear-algebra, numerical-stability, condition-number, matrix-operations
Problem Description
A matrix $A$ has a condition number of $10^{10}$. What does this imply about the accuracy of solving $A x = b$ numerically?
Practice this medium trader interview question on MyntBit - the all-in-one quant learning platform with 200+ quant interview questions for Jane Street, Citadel, Two Sigma, and other top quantitative finance firms.