Numerical Linear Algebra

Part III: Conditioning and Stability

Chapter List

Lecture 12: Conditioning and Condition Numbers
Lecture 13: Floating Point Arithmetic
Lecture 14: Stability
Lecture 15: More on Stability
Lecture 16: Stability of Householder Triangularization
Lecture 17: Stability of Back Substitution
Lecture 18: Conditioning of Least Squares Problems
Lecture 19: Stability of Least Squares Algorithms

In this third part of the book we turn to a systematic discussion of two fundamental issues of numerical analysis that until now we have only skirted. Conditioning pertains to the perturbation behavior of a mathematical problem. Stability pertains to the perturbation behavior of an algorithm used to solve that problem on a computer.

Condition of a Problem

In the abstract, we can view a problem as a function f : X ? Y from a normed vector space X of data to a normed vector space Y of solutions. This function f is usually nonlinear (even in linear algebra), but most of the time it is at least continuous.

Typically we shall be concerned with the behavior of a problem f at a particular data point x ? X (the behavior may vary greatly from one point to another). The combination of a problem f with prescribed data x might be called a problem instance, but it is more usual, though occasionally confusing, to use the term problem for this notion too.

A well-conditioned problem (instance) is one with the property that all small perturbations of x

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