Matthew, who won the Women's British Open in 2009, features at the ANA Inspiration at Mission Hills Country Club, Rancho Mirage, California.
The Scot was impressed with the low scoring in the Kia Classic, which was won by Lee Mi-rim on 13 under par - eight shots ahead of Matthew.
"Women's golf is on the up, without a doubt," Matthew told BBC Sport.
"It's definitely picked up a lot in the last 10 years.
"There's been some great play, great scoring this year so far. Last week, the scoring usually is not particularly low in that golf course and the course was no different yet the scoring was super low.
"Everyone's upping their game and I'll need to keep working away."
Asked if she was relishing the challenge of keeping up, Matthew replied: "Yeah, absolutely."
Of Mission Hills, the Scot said: "It's in great shape but it's what you expect here.
"The fairways are good, the rough's thick. It's not ridiculous, once you get to mid-to-longer irons, it's a struggle. Obviously, key to try to keep it on the fairways because the greens are only going to get firmer. The greens are perfect.
"I'm very excited. I've always enjoyed this course, enjoyed the place here. Very windy yesterday and today and I think, so they say, it's going to be windy Thursday, Friday so that'll be a challenge.
"Everyone says you never get windy weather over here but I've played in enough wind over here.
"In this kind of wind, these courses are kind of different - not designed for playing in very windy weather so it makes it more challenging. You can't run the ball up on as many holes as you can, perhaps, at home [in Scotland]."
Catriona Matthew was speaking to Iain Carter
Catriona Matthew says "everyone's upping their game" as the major season begins on Thursday.