Conditioning of a numerical problem
Conditioning measures sensitivity of the exact answer to data perturbations.
Key knowledge
Conditioning measures sensitivity of the exact answer to data perturbations. For differentiable scalar f at nonzero x with f(x)≠0, its relative condition number is |xf′(x)/f(x)|.
Values and equations
κ_f(x)=|xf′(x)/f(x)|
- f
- Differentiable scalar problem
- x
- Nonzero input with f(x)≠0
- κ_f
- Local relative condition number
Conditions and scope
- Relative conditioning is ill-defined at a zero scale; use absolute or other scales there.
- Conditioning concerns the problem, not the chosen algorithm.
Sources · 1
References
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Evidence and review
Definition 1.2.1 and equation 1.2.6.
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Entry details
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- math-numerical-conditioning
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- university-core.1
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- University core expansion