Forward error, backward error and stability
Forward error compares a computed answer with the exact answer.
Key knowledge
Forward error compares a computed answer with the exact answer. Backward error asks how much the input must change to make the computed answer exact. A backward-stable algorithm solves a nearby problem with a small data perturbation.
Conditions and scope
- Specify perturbation scale, computation precision and problem.
- Small backward error need not give small forward error for an ill-conditioned problem.
Sources · 1
References
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Evidence and review
Section 1.4.2, Definition 1.4.1 and stable/backward-stable distinction.
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Entry details
Permanent link to this entry ↗- Record identity
- math-forward-backward-stability
- Revision
- university-core.1
- Structured reference record
- University core expansion