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Contents · Numerical stability and conditioning


Overview

Conditioning describes sensitivity of a mathematical problem to input perturbations; stability describes how an algorithm propagates rounding errors. Well-conditioned problems with unstable algorithms still yield inaccurate results.


Details

  • Floating-point model: fl(x ⊕ y) = (x ⊕ y)(1 + δ), |δ| ≤ u (unit roundoff).
  • Condition number κ = |x f'(x)/f(x)| or matrix κ(A) = ||A||·||A^{-1}||; κ measures relative error amplification.
  • Stability: forward, backward, and mixed error analyses. Backward stable algorithm solves a nearby problem.
  • Catastrophic cancellation: subtracting close numbers; remedy via algebraic reformulation.
  • Examples: solving Ax=b via Gaussian elimination with partial pivoting (GEPP) is usually backward stable; normal equations can be unstable vs QR.
  • Practical tips: scaling, pivoting, use orthogonal transformations, avoid forming A^T A explicitly.

Exercises

  1. Estimate κ(A) from singular values and predict relative solution error for Ax=b.
  2. Rewrite a quadratic formula evaluation to avoid cancellation when b^2 ≈ 4ac.
  3. Compare least-squares via normal equations vs QR on an ill-conditioned example.