Experiments with data perturbations to study condition numbers and numerical stability
type: Item
instance of: scholarly article
title: Experiments with data perturbations to study condition numbers and numerical stability
zbMATH Open document ID: 0787.65026
DOI: 10.1007/BF02243827
author: V. Pereyra
published in: Computing
publication date: 1994-05-26T00:00:00Z
review text: The condition number of general problems is investigated. Experiments with data perturbations are used to study condition numbers, regularity and numerical stability. By varying the size of these perturbations and under some reasonable assumptions on the rounding errors, an interval of perturbations is determined, where a log-linear least squares fit provides an estimation of the condition number and the regularity. Three examples (computation of the value of a \(C^ 1\)-function, solution of a linear system, calculation of the roots of a quadratic function) using stable algorithms and an unstable algorithm are considered.
Mathematics Subject Classification ID: 65F35
Mathematics Subject Classification ID: 65G50
Mathematics Subject Classification ID: 65Y20
zbMATH DE Number: 459145
zbMATH Keywords: condition number
zbMATH Keywords: regularity
zbMATH Keywords: numerical stability
zbMATH Keywords: rounding errors
zbMATH Keywords: interval of perturbations
zbMATH Keywords: log-linear least squares fit
reviewed by: René Lamour
describes a project that uses: LAPACK
describes a project that uses: CLAPACK
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 459145