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Abstract
Suppose that we are to computef(x) at somex. We know that algorithms sometimes do not produce very accurate answers. When thinking this over, we should comprehend that not only might an algorithm be “bad” but it might be a problem itself. An important question: how far canf(x) change whenx goes through small perturbations?
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References
For more detail, see J. W. Demmel. On condition numbers and the distance to the nearest ill-posed problem.Numer. Math. 51, 251–289 (1987).
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Institute of Numerical Mathematics, Russian Academy of Sciences, Leninski Prospekt 32A, 117 334, Moscow, Russia
Eugene E. Tyrtyshnikov
- Eugene E. Tyrtyshnikov
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© 1997 Springer Science+Business Media New York
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Tyrtyshnikov, E.E. (1997). Lecture 3. In: A Brief Introduction to Numerical Analysis. Birkhäuser, Boston, MA. https://doi.org/10.1007/978-0-8176-8136-4_3
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Print ISBN:978-1-4612-6413-2
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