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Condition number

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1705: 1260: 1700:{\displaystyle {\begin{aligned}\max _{e,b\neq 0}\left\{{\frac {\left\|A^{-1}e\right\|}{\|e\|}}{\frac {\|b\|}{\left\|A^{-1}b\right\|}}\right\}&=\max _{e\neq 0}\left\{{\frac {\left\|A^{-1}e\right\|}{\|e\|}}\right\}\,\max _{b\neq 0}\left\{{\frac {\|b\|}{\left\|A^{-1}b\right\|}}\right\}\\&=\max _{e\neq 0}\left\{{\frac {\left\|A^{-1}e\right\|}{\|e\|}}\right\}\,\max _{x\neq 0}\left\{{\frac {\|Ax\|}{\|x\|}}\right\}\\&=\left\|A^{-1}\right\|\,\|A\|.\end{aligned}}} 1237: 3842: 127:. This means that the correct solution/answer to the equation becomes hard to find. The condition number is a property of the problem. Paired with the problem are any number of algorithms that can be used to solve the problem, that is, to calculate the solution. Some algorithms have a property called 198:
digits of accuracy on top of what would be lost to the numerical method due to loss of precision from arithmetic methods. However, the condition number does not give the exact value of the maximum inaccuracy that may occur in the algorithm. It generally just bounds it with an estimate (whose computed
1831:
However, it does not mean that the algorithm will converge rapidly to this solution, just that it will not diverge arbitrarily because of inaccuracy on the source data (backward error), provided that the forward error introduced by the algorithm does not diverge as well because of accumulating
927: 768: 2226: 3043: 104:, in which case the derivative is straightforward but the error could be in many different directions, and is thus computed from the geometry of the matrix. More generally, condition numbers can be defined for non-linear functions in several variables. 2676: 1050: 1815: 3574: 3318:
at a point, its condition number at the point is infinite, as infinitesimal changes in the input can change the output from zero to positive or negative, yielding a ratio with zero in the denominator, hence infinite relative change.
133:; in general, a backward stable algorithm can be expected to accurately solve well-conditioned problems. Numerical analysis textbooks give formulas for the condition numbers of problems and identify known backward stable algorithms. 5343: 5011:. They express how sensitive that function is to small changes (or small errors) in its arguments. This is crucial in assessing the sensitivity and potential accuracy difficulties of numerous computational problems, for example, 2002: 630: 783: 99:
worst-case relative change in output for a relative change in input. The "function" is the solution of a problem and the "arguments" are the data in the problem. The condition number is frequently applied to questions in
2798:. For square matrices, this unfortunately makes the condition number discontinuous, but it is a useful definition for rectangular matrices, which are never invertible but are still used to define systems of equations. 487: 664: 4773: 2134: 4661: 1828:), then a solution algorithm can find (in principle, meaning if the algorithm introduces no errors of its own) an approximation of the solution whose precision is no worse than that of the data. 5500: 1265: 393: 4875: 4285: 2765: 3957: 3227: 3137: 2298: 2262: 2893: 2077: 2041: 4561: 2547: 46:
a function is to changes or errors in the input, and how much error in the output results from an error in the input. Very frequently, one is solving the inverse problem: given
968:
accuracy of the computer used to solve the corresponding system. In particular, one should think of the condition number as being (very roughly) the rate at which the solution
176: 1232:{\displaystyle {\frac {\left\|A^{-1}e\right\|}{\left\|A^{-1}b\right\|}}/{\frac {\|e\|}{\|b\|}}={\frac {\left\|A^{-1}e\right\|}{\|e\|}}{\frac {\|b\|}{\left\|A^{-1}b\right\|}}.} 315: 3461: 1918: 2384: 2792: 2519: 254: 2457: 5372: 4811: 4699: 4599: 4453: 4369: 3263: 2428: 1877: 5619: 5136: 3343: 4491: 4407: 4323: 3292: 2921: 2707:. Practically, such a matrix is almost singular, and the computation of its inverse, or solution of a linear system of equations is prone to large numerical errors. 1720: 82: 4235: 4163: 4097: 3837:{\displaystyle {\frac {/f(x)}{(\Delta x)/x}}={\frac {x}{f(x)}}{\frac {f(x+\Delta x)-f(x)}{(x+\Delta x)-x}}={\frac {x}{f(x)}}{\frac {f(x+\Delta x)-f(x)}{\Delta x}}.} 3566: 5534: 5093: 5005: 3490: 4194: 4128: 4041: 3913: 3986: 5584: 5564: 5419: 5396: 5156: 5113: 5060: 5040: 4976: 4952: 4929: 4905: 4062: 4007: 3383: 3363: 3312: 3157: 3081: 2913: 2847: 2539: 2479: 2345: 2322: 2125: 2101: 656: 274: 225: 196: 2818:
of the function or domain of the question as an overall condition number, while in other cases the condition number at a particular point is of more interest.
5164: 5835: 1926: 499: 922:{\displaystyle \lim _{\varepsilon \rightarrow 0^{+}}\,\sup _{\|\delta x\|\,\leq \,\varepsilon }{\frac {\|\delta f(x)\|/\|f(x)\|}{\|\delta x\|/\|x\|}}.} 2688:, but it can be evaluated more easily (and this is often the only practicably computable condition number, when the problem to solve involves a 405: 2703:, which means that its inverse can be computed with good accuracy. If the condition number is very large, then the matrix is said to be 5634: 763:{\displaystyle \lim _{\varepsilon \rightarrow 0^{+}}\,\sup _{\|\delta x\|\,\leq \,\varepsilon }{\frac {\|\delta f(x)\|}{\|\delta x\|}}} 42:
measures how much the output value of the function can change for a small change in the input argument. This is used to measure how
2710:
A matrix that is not invertible is often said to have a condition number equal to infinity. Alternatively, it can be defined as
4705: 4605: 5787: 5755: 5728: 5427: 324: 5012: 4817: 4241: 2713: 5819: 5696: 2684:
The condition number computed with this norm is generally larger than the condition number computed relative to the
3919: 2221:{\displaystyle \kappa (A)={\frac {\left|\lambda _{\text{max}}(A)\right|}{\left|\lambda _{\text{min}}(A)\right|}},} 5810:(1990). "Nearest Defective Matrices and the Geometry of Ill-conditioning". In Cox, M. G.; Hammarling, S. (eds.). 17: 2431: 2267: 2231: 1880: 2671:{\displaystyle \kappa (A)\geq {\frac {\max _{i}{\big (}|a_{ii}|{\big )}}{\min _{i}{\big (}|a_{ii}|{\big )}}}} 2046: 2010: 119:. In non-mathematical terms, an ill-conditioned problem is one where, for a small change in the inputs (the 5854: 4497: 5869: 3162: 2852: 139: 92: 5777: 1839:(does not possess a unique, well-defined solution for each choice of data; that is, the matrix is not 279: 3388: 3086: 1890: 2394: 2354: 2770: 2488: 230: 2827: 2693: 2435: 5849: 5351: 4784: 4672: 4572: 4413: 4329: 3038:{\displaystyle \left|{\frac {xf'(x)}{f(x)}}\right|=\left|{\frac {(\log f)'}{(\log x)'}}\right|.} 2407: 1856: 1810:{\displaystyle \kappa (A)=\left\|A^{-1}\right\|\,\left\|A\right\|\geq \left\|A^{-1}A\right\|=1.} 3266: 3060: 3049: 39: 5745: 5684: 5589: 5118: 3325: 5716: 4464: 4380: 4296: 120: 49: 4208: 4908: 4141: 4134: 4075: 3870:
and can be computed immediately from the derivative. A few important ones are given below:
3495: 3232: 2815: 957: 43: 5510: 5069: 4981: 3466: 8: 5737: 5639: 4169: 4103: 4018: 3892: 3867: 3863: 3856: 3848: 2806:
Condition numbers can also be defined for nonlinear functions, and can be computed using
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recalling that the eigenvalues of any triangular matrix are simply the diagonal entries.
129: 96: 5338:{\displaystyle \lim _{\varepsilon \to 0^{+}}\sup _{\|\delta x\|\leq \varepsilon }\left,} 3968: 3272: 2810:. The condition number varies with the point; in some cases one can use the maximum (or 5569: 5549: 5543: 5404: 5381: 5375: 5141: 5098: 5045: 5025: 4961: 4937: 4914: 4890: 4047: 3992: 3368: 3348: 3315: 3297: 3142: 3066: 2898: 2832: 2524: 2464: 2330: 2307: 2110: 2086: 1847: 1836: 1023: 641: 259: 210: 181: 124: 31: 1997:{\displaystyle \kappa (A)={\frac {\sigma _{\text{max}}(A)}{\sigma _{\text{min}}(A)}},} 625:{\displaystyle \|\delta f(x)\|/\|f(x)\|=\left\|f(x)-{\tilde {f}}(x)\right\|/\|f(x)\|.} 5874: 5844: 5815: 5783: 5751: 5724: 5712: 5692: 5649: 4200: 2482: 1840: 2700: 1825: 5539: 2704: 953: 938: 5689:
Regression Diagnostics: Identifying Influential Data and Sources of Collinearity
1835:
The condition number may also be infinite, but this implies that the problem is
5654: 5644: 3056: 2685: 2348: 2080: 996: 965: 490: 396: 101: 995:
The condition number is defined more precisely to be the maximum ratio of the
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If the condition number is not significantly larger than one, the matrix is
5807: 5622: 5008: 1040:. The ratio of the relative error in the solution to the relative error in 4932: 3852: 1711: 984:. On the other hand, if the condition number is small, then the error in 5016: 4068: 2301: 5066:) is then defined to be the maximum ratio of the fractional change in 202: 5680: 961: 952:
will be after approximation. Note that this is before the effects of
199:
value depends on the choice of the norm to measure the inaccuracy).
4955: 2811: 2807: 1820:
When the condition number is exactly one (which can only happen if
482:{\displaystyle \|\delta f(x)\|=\left\|f(x)-{\tilde {f}}(x)\right\|} 88:
and thus the condition number of the (local) inverse must be used.
1843:), and no algorithm can be expected to reliably find a solution. 976:. Thus, if the condition number is large, even a small error in 1846:
The definition of the condition number depends on the choice of
113:, while a problem with a high condition number is said to be 3269:
rate of relative change in a function: it is the derivative
5294: 5222: 4768:{\displaystyle {\frac {|x|}{{\sqrt {1-x^{2}}}\arccos(x)}}} 956:
are taken into account; conditioning is a property of the
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Who Invented the Matrix Condition Number? by Nick Higham
4656:{\displaystyle {\frac {x}{{\sqrt {1-x^{2}}}\arcsin(x)}}} 5723:. New York: Oxford University Press. pp. 67–72 . 937:
For example, the condition number associated with the
5845:
MATLAB library function to determine condition number
5691:. New York: John Wiley & Sons. pp. 100–104. 5592: 5572: 5552: 5513: 5430: 5407: 5384: 5354: 5167: 5144: 5121: 5101: 5072: 5048: 5028: 4984: 4964: 4940: 4917: 4893: 4820: 4787: 4708: 4675: 4608: 4575: 4500: 4467: 4416: 4383: 4332: 4299: 4244: 4211: 4172: 4144: 4106: 4078: 4050: 4021: 3995: 3971: 3922: 3895: 3577: 3498: 3469: 3391: 3371: 3351: 3328: 3300: 3275: 3235: 3165: 3145: 3089: 3069: 2924: 2901: 2855: 2835: 2773: 2716: 2550: 2527: 2491: 2467: 2438: 2410: 2357: 2333: 2310: 2270: 2234: 2137: 2113: 2089: 2049: 2013: 1929: 1893: 1859: 1723: 1263: 1053: 786: 667: 644: 502: 408: 327: 282: 262: 233: 213: 184: 142: 52: 3265:. This is because the logarithmic derivative is the 107:
A problem with a low condition number is said to be
5495:{\displaystyle {\frac {\|J(x)\|}{\|f(x)\|/\|x\|}},} 203:
General definition in the context of error analysis
91:The condition number is derived from the theory of 5613: 5578: 5558: 5528: 5494: 5413: 5390: 5366: 5337: 5150: 5130: 5107: 5087: 5054: 5034: 4999: 4970: 4946: 4923: 4899: 4887:Condition numbers can be defined for any function 4869: 4805: 4767: 4693: 4655: 4593: 4555: 4485: 4447: 4401: 4363: 4317: 4279: 4229: 4188: 4157: 4122: 4091: 4056: 4035: 4001: 3980: 3951: 3907: 3836: 3560: 3484: 3455: 3377: 3357: 3337: 3306: 3286: 3257: 3221: 3151: 3131: 3075: 3037: 2907: 2887: 2841: 2786: 2759: 2670: 2533: 2513: 2473: 2451: 2422: 2378: 2339: 2316: 2292: 2256: 2220: 2119: 2095: 2071: 2035: 1996: 1912: 1881:matrix norm induced by the (vector) Euclidean norm 1871: 1809: 1699: 1231: 921: 762: 650: 624: 481: 388:{\displaystyle \delta f(x):=f(x)-{\tilde {f}}(x),} 387: 309: 268: 248: 219: 190: 170: 76: 5861: 5678: 5192: 5169: 4870:{\displaystyle {\frac {x}{(1+x^{2})\arctan(x)}}} 4280:{\displaystyle \left|{\frac {1}{\ln(x)}}\right|} 2760:{\displaystyle \kappa (A)=\|A\|\|A^{\dagger }\|} 2692:, for example when approximating irrational and 2619: 2570: 1597: 1531: 1456: 1390: 1269: 812: 788: 693: 669: 3055:Most elegantly, this can be understood as (the 1710:The same definition is used for any consistent 5850:Condition number – Encyclopedia of Mathematics 5771: 5769: 5767: 2696:functions or numbers with numerical methods). 95:, and is formally defined as the value of the 5743: 3952:{\displaystyle \left|{\frac {x}{x+a}}\right|} 2660: 2630: 2611: 2581: 948:gives a bound on how inaccurate the solution 5775: 5608: 5593: 5483: 5477: 5469: 5454: 5449: 5434: 5361: 5355: 5321: 5315: 5310: 5301: 5288: 5273: 5205: 5196: 3048:Note that this is the absolute value of the 2754: 2741: 2738: 2732: 2417: 2411: 1901: 1894: 1866: 1860: 1687: 1681: 1639: 1633: 1628: 1619: 1585: 1579: 1484: 1478: 1444: 1438: 1345: 1339: 1330: 1324: 1250:) is then seen to be the product of the two 1194: 1188: 1179: 1173: 1135: 1129: 1124: 1118: 910: 904: 896: 887: 882: 867: 859: 841: 825: 816: 754: 745: 740: 722: 706: 697: 616: 601: 544: 529: 521: 503: 427: 409: 136:As a rule of thumb, if the condition number 5814:. Oxford: Clarendon Press. pp. 35–55. 5764: 123:) there is a large change in the answer or 5635:Numerical methods for linear least squares 5421:is differentiable, this is equivalent to: 5007:), where both the domain and codomain are 988:will not be much bigger than the error in 1850:, as can be illustrated by two examples. 1760: 1680: 1595: 1454: 832: 828: 810: 713: 709: 691: 27:Function's sensitivity to argument change 3866:are particularly important in computing 2293:{\displaystyle \lambda _{\text{min}}(A)} 2257:{\displaystyle \lambda _{\text{max}}(A)} 972:will change with respect to a change in 5721:Time Series and Panel Data Econometrics 5711: 2072:{\displaystyle \sigma _{\text{min}}(A)} 2036:{\displaystyle \sigma _{\text{max}}(A)} 14: 5862: 5806: 2389:The condition number with respect to 5840:Holistic Numerical Methods Institute 4882: 4556:{\displaystyle |x(\tan(x)+\cot(x))|} 3322:More directly, given a small change 3139:, and the logarithmic derivative of 2300:are maximal and minimal (by moduli) 5747:Numerical Mathematics and Computing 24: 5800: 5776:Trefethen, L. N.; Bau, D. (1997). 3822: 3796: 3739: 3704: 3645: 3596: 3514: 3436: 3404: 3329: 3222:{\displaystyle (\log x)'=x'/x=1/x} 2888:{\displaystyle \left|xf'/f\right|} 2444: 1026:matrix, the error in the solution 25: 5886: 5829: 2849:in one variable as a function is 171:{\displaystyle \kappa (A)=10^{k}} 5115:, in the limit where the change 3314:. Note that if a function has a 310:{\displaystyle {\tilde {f}}(x),} 5717:"The Multicollinearity Problem" 5158:becomes infinitesimally small: 3463:, while the relative change in 3456:{\displaystyle /x=(\Delta x)/x} 2821: 1242:The maximum value (for nonzero 5812:Reliable Numerical Computation 5705: 5672: 5605: 5599: 5523: 5517: 5466: 5460: 5446: 5440: 5285: 5279: 5268: 5264: 5258: 5249: 5234: 5227: 5176: 5082: 5076: 4994: 4988: 4861: 4855: 4846: 4827: 4800: 4794: 4759: 4753: 4721: 4713: 4688: 4682: 4647: 4641: 4588: 4582: 4549: 4545: 4542: 4536: 4524: 4518: 4509: 4502: 4480: 4474: 4441: 4437: 4431: 4418: 4396: 4390: 4357: 4353: 4347: 4334: 4312: 4306: 4267: 4261: 4224: 4218: 4182: 4174: 4116: 4108: 3817: 3811: 3802: 3787: 3775: 3769: 3745: 3730: 3725: 3719: 3710: 3695: 3683: 3677: 3651: 3642: 3637: 3631: 3620: 3617: 3611: 3602: 3587: 3581: 3555: 3549: 3538: 3535: 3529: 3520: 3505: 3499: 3479: 3473: 3442: 3433: 3419: 3410: 3395: 3392: 3179: 3166: 3132:{\displaystyle (\log f)'=f'/f} 3103: 3090: 3018: 3005: 2996: 2983: 2963: 2957: 2949: 2943: 2726: 2720: 2654: 2636: 2605: 2587: 2560: 2554: 2367: 2361: 2287: 2281: 2251: 2245: 2205: 2199: 2176: 2170: 2147: 2141: 2066: 2060: 2030: 2024: 1985: 1979: 1964: 1958: 1939: 1933: 1913:{\displaystyle \|\cdot \|_{2}} 1887:norm and typically denoted as 1832:intermediate rounding errors. 1797: 1776: 1768: 1762: 1756: 1740: 1733: 1727: 1676: 1660: 1574: 1553: 1510: 1489: 1433: 1412: 1371: 1350: 1319: 1298: 1220: 1199: 1168: 1147: 1104: 1083: 1078: 1057: 879: 873: 856: 850: 795: 737: 731: 676: 638:condition number of a problem 613: 607: 592: 588: 582: 576: 564: 558: 551: 541: 535: 518: 512: 475: 471: 465: 459: 447: 441: 434: 424: 418: 379: 373: 367: 355: 349: 340: 334: 301: 295: 289: 240: 152: 146: 62: 56: 13: 1: 5665: 2397:that it is given a name, the 2379:{\displaystyle \kappa (A)=1.} 5836:Condition Number of a Matrix 5095:to any fractional change in 3862:Condition numbers of common 3052:of a function in economics. 2814:) condition number over the 2801: 2787:{\displaystyle A^{\dagger }} 2514:{\displaystyle a_{ii}\neq 0} 2432:matrix norm induced by the 2399:condition number of a matrix 249:{\displaystyle {\tilde {f}}} 7: 5628: 4907:mapping its data from some 2452:{\displaystyle L^{\infty }} 980:may cause a large error in 932: 10: 5891: 5378:on the domain/codomain of 5367:{\displaystyle \|\cdot \|} 4806:{\displaystyle \arctan(x)} 4694:{\displaystyle \arccos(x)} 4594:{\displaystyle \arcsin(x)} 4448:{\displaystyle |x\tan(x)|} 4364:{\displaystyle |x\cot(x)|} 3568:. Taking the ratio yields 2826:The condition number of a 2423:{\displaystyle \|\cdot \|} 1872:{\displaystyle \|\cdot \|} 1824:is a scalar multiple of a 1714:, i.e. one that satisfies 178:, then you may lose up to 93:propagation of uncertainty 5683:; Welsch, Roy E. (1980). 5064:relative condition number 3365:, the relative change in 1003:to the relative error in 5779:Numerical Linear Algebra 5744:Cheney; Kincaid (2008). 5614:{\displaystyle \|J(x)\|} 5131:{\displaystyle \delta x} 5022:The condition number of 4779:Inverse tangent function 3338:{\displaystyle \Delta x} 2395:numerical linear algebra 2079:are maximal and minimal 1883:(sometimes known as the 5013:polynomial root finding 4978:-tuple of real numbers 4667:Inverse cosine function 4486:{\displaystyle \tan(x)} 4402:{\displaystyle \cos(x)} 4318:{\displaystyle \sin(x)} 3859:yields the derivative. 3294:scaled by the value of 2895:. Evaluated at a point 2828:differentiable function 77:{\displaystyle f(x)=y,} 5685:"The Condition Number" 5615: 5580: 5560: 5530: 5496: 5415: 5392: 5368: 5339: 5152: 5132: 5109: 5089: 5056: 5036: 5001: 4972: 4948: 4925: 4901: 4871: 4807: 4769: 4695: 4657: 4595: 4557: 4487: 4449: 4403: 4365: 4319: 4281: 4231: 4230:{\displaystyle \ln(x)} 4190: 4159: 4124: 4093: 4058: 4037: 4003: 3982: 3953: 3909: 3887:Addition / subtraction 3838: 3562: 3486: 3457: 3379: 3359: 3339: 3308: 3288: 3259: 3229:, yielding a ratio of 3223: 3153: 3133: 3077: 3061:logarithmic derivative 3039: 2909: 2889: 2843: 2788: 2761: 2672: 2535: 2515: 2475: 2453: 2424: 2380: 2341: 2318: 2294: 2258: 2222: 2121: 2097: 2073: 2037: 1998: 1914: 1873: 1811: 1701: 1233: 923: 764: 652: 626: 483: 389: 311: 270: 250: 221: 192: 172: 78: 5616: 5581: 5561: 5531: 5497: 5416: 5393: 5369: 5340: 5153: 5133: 5110: 5090: 5057: 5037: 5002: 4973: 4949: 4926: 4902: 4872: 4808: 4770: 4696: 4658: 4596: 4567:Inverse sine function 4558: 4488: 4450: 4404: 4366: 4320: 4282: 4232: 4191: 4160: 4158:{\displaystyle e^{x}} 4125: 4094: 4092:{\displaystyle x^{n}} 4059: 4038: 4004: 3983: 3963:Scalar multiplication 3954: 3910: 3847:The last term is the 3839: 3563: 3561:{\displaystyle /f(x)} 3487: 3458: 3380: 3360: 3340: 3309: 3289: 3260: 3258:{\displaystyle xf'/f} 3224: 3154: 3134: 3078: 3059:of) the ratio of the 3040: 2910: 2890: 2844: 2794:is the Moore-Penrose 2789: 2762: 2673: 2536: 2516: 2476: 2454: 2425: 2381: 2342: 2319: 2295: 2259: 2223: 2122: 2103:respectively. Hence: 2098: 2074: 2038: 1999: 1915: 1874: 1812: 1702: 1234: 924: 765: 653: 634:In this context, the 627: 484: 390: 312: 271: 251: 222: 193: 173: 121:independent variables 79: 5590: 5570: 5550: 5529:{\displaystyle J(x)} 5511: 5428: 5405: 5382: 5352: 5165: 5142: 5119: 5099: 5088:{\displaystyle f(x)} 5070: 5046: 5026: 5000:{\displaystyle f(x)} 4982: 4962: 4938: 4915: 4891: 4818: 4785: 4706: 4673: 4606: 4573: 4498: 4465: 4414: 4381: 4330: 4297: 4242: 4209: 4170: 4142: 4135:Exponential function 4104: 4076: 4048: 4019: 3993: 3969: 3920: 3893: 3864:elementary functions 3575: 3496: 3485:{\displaystyle f(x)} 3467: 3389: 3369: 3349: 3326: 3298: 3273: 3233: 3163: 3143: 3087: 3067: 2922: 2899: 2853: 2833: 2771: 2714: 2548: 2525: 2489: 2465: 2436: 2408: 2355: 2331: 2308: 2268: 2232: 2135: 2111: 2087: 2047: 2011: 1927: 1891: 1857: 1721: 1261: 1051: 784: 777:condition number is 665: 642: 500: 406: 325: 280: 260: 231: 211: 182: 140: 50: 5679:Belsley, David A.; 5640:Numerical stability 5544:partial derivatives 5062:(specifically, its 4189:{\displaystyle |x|} 4123:{\displaystyle |n|} 4036:{\displaystyle 1/x} 3908:{\displaystyle x+a} 3868:significant figures 3849:difference quotient 2485:non-singular (i.e. 2393:arises so often in 84:one is solving for 5870:Numerical analysis 5713:Pesaran, M. Hashem 5611: 5576: 5556: 5526: 5492: 5411: 5388: 5364: 5335: 5215: 5190: 5148: 5128: 5105: 5085: 5052: 5032: 4997: 4968: 4944: 4921: 4897: 4867: 4803: 4765: 4691: 4653: 4591: 4553: 4483: 4445: 4399: 4361: 4315: 4277: 4227: 4186: 4155: 4120: 4089: 4054: 4033: 3999: 3981:{\displaystyle ax} 3978: 3949: 3905: 3855:), and taking the 3851:(the slope of the 3834: 3558: 3482: 3453: 3375: 3355: 3335: 3304: 3287:{\displaystyle f'} 3284: 3255: 3219: 3149: 3129: 3073: 3035: 2905: 2885: 2839: 2784: 2757: 2690:non-linear algebra 2668: 2627: 2578: 2531: 2511: 2471: 2449: 2420: 2376: 2337: 2314: 2290: 2254: 2218: 2117: 2093: 2069: 2033: 1994: 1910: 1869: 1807: 1697: 1695: 1611: 1545: 1470: 1404: 1289: 1229: 919: 837: 809: 760: 718: 690: 648: 622: 479: 385: 307: 266: 246: 217: 188: 168: 130:backward stability 125:dependent variable 74: 32:numerical analysis 5789:978-0-89871-361-9 5757:978-0-495-11475-8 5730:978-0-19-875998-0 5650:Ill-posed problem 5579:{\displaystyle x} 5559:{\displaystyle f} 5487: 5414:{\displaystyle f} 5391:{\displaystyle f} 5325: 5292: 5191: 5168: 5151:{\displaystyle x} 5108:{\displaystyle x} 5055:{\displaystyle x} 5035:{\displaystyle f} 4971:{\displaystyle n} 4947:{\displaystyle x} 4924:{\displaystyle m} 4900:{\displaystyle f} 4883:Several variables 4880: 4879: 4865: 4763: 4745: 4651: 4633: 4271: 4201:Natural logarithm 4057:{\displaystyle 1} 4002:{\displaystyle 1} 3943: 3882:Condition number 3829: 3779: 3755: 3687: 3663: 3378:{\displaystyle x} 3358:{\displaystyle x} 3307:{\displaystyle f} 3152:{\displaystyle x} 3076:{\displaystyle f} 3026: 2967: 2908:{\displaystyle x} 2842:{\displaystyle f} 2666: 2618: 2569: 2534:{\displaystyle i} 2474:{\displaystyle A} 2340:{\displaystyle A} 2317:{\displaystyle A} 2278: 2242: 2213: 2196: 2167: 2120:{\displaystyle A} 2096:{\displaystyle A} 2057: 2021: 1989: 1976: 1955: 1643: 1596: 1589: 1530: 1514: 1455: 1448: 1389: 1375: 1334: 1268: 1224: 1183: 1139: 1108: 914: 811: 787: 758: 692: 668: 651:{\displaystyle f} 579: 462: 370: 292: 269:{\displaystyle x} 243: 227:and an algorithm 220:{\displaystyle f} 191:{\displaystyle k} 16:(Redirected from 5882: 5825: 5794: 5793: 5773: 5762: 5761: 5741: 5735: 5734: 5709: 5703: 5702: 5676: 5620: 5618: 5617: 5612: 5585: 5583: 5582: 5577: 5565: 5563: 5562: 5557: 5537: 5535: 5533: 5532: 5527: 5501: 5499: 5498: 5493: 5488: 5486: 5476: 5452: 5432: 5420: 5418: 5417: 5412: 5397: 5395: 5394: 5389: 5373: 5371: 5370: 5365: 5344: 5342: 5341: 5336: 5331: 5327: 5326: 5324: 5313: 5299: 5297: 5293: 5291: 5271: 5267: 5225: 5214: 5189: 5188: 5187: 5157: 5155: 5154: 5149: 5137: 5135: 5134: 5129: 5114: 5112: 5111: 5106: 5094: 5092: 5091: 5086: 5061: 5059: 5058: 5053: 5041: 5039: 5038: 5033: 5006: 5004: 5003: 4998: 4977: 4975: 4974: 4969: 4953: 4951: 4950: 4945: 4930: 4928: 4927: 4922: 4906: 4904: 4903: 4898: 4876: 4874: 4873: 4868: 4866: 4864: 4845: 4844: 4822: 4812: 4810: 4809: 4804: 4774: 4772: 4771: 4766: 4764: 4762: 4746: 4744: 4743: 4728: 4725: 4724: 4716: 4710: 4700: 4698: 4697: 4692: 4662: 4660: 4659: 4654: 4652: 4650: 4634: 4632: 4631: 4616: 4610: 4600: 4598: 4597: 4592: 4562: 4560: 4559: 4554: 4552: 4505: 4492: 4490: 4489: 4484: 4459:Tangent function 4454: 4452: 4451: 4446: 4444: 4421: 4408: 4406: 4405: 4400: 4370: 4368: 4367: 4362: 4360: 4337: 4324: 4322: 4321: 4316: 4286: 4284: 4283: 4278: 4276: 4272: 4270: 4250: 4236: 4234: 4233: 4228: 4195: 4193: 4192: 4187: 4185: 4177: 4164: 4162: 4161: 4156: 4154: 4153: 4129: 4127: 4126: 4121: 4119: 4111: 4098: 4096: 4095: 4090: 4088: 4087: 4063: 4061: 4060: 4055: 4042: 4040: 4039: 4034: 4029: 4008: 4006: 4005: 4000: 3987: 3985: 3984: 3979: 3958: 3956: 3955: 3950: 3948: 3944: 3942: 3928: 3914: 3912: 3911: 3906: 3873: 3872: 3843: 3841: 3840: 3835: 3830: 3828: 3820: 3782: 3780: 3778: 3761: 3756: 3754: 3728: 3690: 3688: 3686: 3669: 3664: 3662: 3658: 3640: 3627: 3579: 3567: 3565: 3564: 3559: 3545: 3491: 3489: 3488: 3483: 3462: 3460: 3459: 3454: 3449: 3426: 3384: 3382: 3381: 3376: 3364: 3362: 3361: 3356: 3344: 3342: 3341: 3336: 3313: 3311: 3310: 3305: 3293: 3291: 3290: 3285: 3283: 3264: 3262: 3261: 3256: 3251: 3246: 3228: 3226: 3225: 3220: 3215: 3201: 3196: 3185: 3158: 3156: 3155: 3150: 3138: 3136: 3135: 3130: 3125: 3120: 3109: 3082: 3080: 3079: 3074: 3044: 3042: 3041: 3036: 3031: 3027: 3025: 3024: 3003: 3002: 2981: 2972: 2968: 2966: 2952: 2942: 2930: 2914: 2912: 2911: 2906: 2894: 2892: 2891: 2886: 2884: 2880: 2876: 2871: 2848: 2846: 2845: 2840: 2793: 2791: 2790: 2785: 2783: 2782: 2766: 2764: 2763: 2758: 2753: 2752: 2701:well-conditioned 2677: 2675: 2674: 2669: 2667: 2665: 2664: 2663: 2657: 2652: 2651: 2639: 2634: 2633: 2626: 2616: 2615: 2614: 2608: 2603: 2602: 2590: 2585: 2584: 2577: 2567: 2540: 2538: 2537: 2532: 2520: 2518: 2517: 2512: 2504: 2503: 2483:lower triangular 2480: 2478: 2477: 2472: 2458: 2456: 2455: 2450: 2448: 2447: 2429: 2427: 2426: 2421: 2385: 2383: 2382: 2377: 2346: 2344: 2343: 2338: 2323: 2321: 2320: 2315: 2299: 2297: 2296: 2291: 2280: 2279: 2276: 2263: 2261: 2260: 2255: 2244: 2243: 2240: 2227: 2225: 2224: 2219: 2214: 2212: 2208: 2198: 2197: 2194: 2183: 2179: 2169: 2168: 2165: 2154: 2126: 2124: 2123: 2118: 2102: 2100: 2099: 2094: 2078: 2076: 2075: 2070: 2059: 2058: 2055: 2042: 2040: 2039: 2034: 2023: 2022: 2019: 2003: 2001: 2000: 1995: 1990: 1988: 1978: 1977: 1974: 1967: 1957: 1956: 1953: 1946: 1919: 1917: 1916: 1911: 1909: 1908: 1878: 1876: 1875: 1870: 1816: 1814: 1813: 1808: 1800: 1796: 1792: 1791: 1771: 1759: 1755: 1754: 1706: 1704: 1703: 1698: 1696: 1679: 1675: 1674: 1652: 1648: 1644: 1642: 1631: 1617: 1610: 1594: 1590: 1588: 1577: 1573: 1569: 1568: 1551: 1544: 1523: 1519: 1515: 1513: 1509: 1505: 1504: 1487: 1476: 1469: 1453: 1449: 1447: 1436: 1432: 1428: 1427: 1410: 1403: 1381: 1377: 1376: 1374: 1370: 1366: 1365: 1348: 1337: 1335: 1333: 1322: 1318: 1314: 1313: 1296: 1288: 1238: 1236: 1235: 1230: 1225: 1223: 1219: 1215: 1214: 1197: 1186: 1184: 1182: 1171: 1167: 1163: 1162: 1145: 1140: 1138: 1127: 1116: 1114: 1109: 1107: 1103: 1099: 1098: 1081: 1077: 1073: 1072: 1055: 1018:. Assuming that 1014:be the error in 928: 926: 925: 920: 915: 913: 903: 885: 866: 839: 836: 808: 807: 806: 769: 767: 766: 761: 759: 757: 743: 720: 717: 689: 688: 687: 657: 655: 654: 649: 631: 629: 628: 623: 600: 595: 591: 581: 580: 572: 528: 488: 486: 485: 480: 478: 474: 464: 463: 455: 394: 392: 391: 386: 372: 371: 363: 316: 314: 313: 308: 294: 293: 285: 275: 273: 272: 267: 255: 253: 252: 247: 245: 244: 236: 226: 224: 223: 218: 207:Given a problem 197: 195: 194: 189: 177: 175: 174: 169: 167: 166: 110:well-conditioned 83: 81: 80: 75: 36:condition number 21: 5890: 5889: 5885: 5884: 5883: 5881: 5880: 5879: 5860: 5859: 5832: 5822: 5803: 5801:Further reading 5798: 5797: 5790: 5774: 5765: 5758: 5750:. p. 321. 5742: 5738: 5731: 5710: 5706: 5699: 5677: 5673: 5668: 5631: 5625:on the matrix. 5591: 5588: 5587: 5571: 5568: 5567: 5551: 5548: 5547: 5540:Jacobian matrix 5512: 5509: 5508: 5506: 5472: 5453: 5433: 5431: 5429: 5426: 5425: 5406: 5403: 5402: 5383: 5380: 5379: 5353: 5350: 5349: 5314: 5300: 5298: 5272: 5230: 5226: 5224: 5221: 5220: 5216: 5195: 5183: 5179: 5172: 5166: 5163: 5162: 5143: 5140: 5139: 5120: 5117: 5116: 5100: 5097: 5096: 5071: 5068: 5067: 5047: 5044: 5043: 5027: 5024: 5023: 4983: 4980: 4979: 4963: 4960: 4959: 4939: 4936: 4935: 4916: 4913: 4912: 4892: 4889: 4888: 4885: 4840: 4836: 4826: 4821: 4819: 4816: 4815: 4786: 4783: 4782: 4739: 4735: 4727: 4726: 4720: 4712: 4711: 4709: 4707: 4704: 4703: 4674: 4671: 4670: 4627: 4623: 4615: 4614: 4609: 4607: 4604: 4603: 4574: 4571: 4570: 4548: 4501: 4499: 4496: 4495: 4466: 4463: 4462: 4440: 4417: 4415: 4412: 4411: 4382: 4379: 4378: 4375:Cosine function 4356: 4333: 4331: 4328: 4327: 4298: 4295: 4294: 4254: 4249: 4245: 4243: 4240: 4239: 4210: 4207: 4206: 4181: 4173: 4171: 4168: 4167: 4149: 4145: 4143: 4140: 4139: 4115: 4107: 4105: 4102: 4101: 4083: 4079: 4077: 4074: 4073: 4049: 4046: 4045: 4025: 4020: 4017: 4016: 3994: 3991: 3990: 3970: 3967: 3966: 3932: 3927: 3923: 3921: 3918: 3917: 3894: 3891: 3890: 3821: 3783: 3781: 3765: 3760: 3729: 3691: 3689: 3673: 3668: 3654: 3641: 3623: 3580: 3578: 3576: 3573: 3572: 3541: 3497: 3494: 3493: 3468: 3465: 3464: 3445: 3422: 3390: 3387: 3386: 3370: 3367: 3366: 3350: 3347: 3346: 3327: 3324: 3323: 3299: 3296: 3295: 3276: 3274: 3271: 3270: 3247: 3239: 3234: 3231: 3230: 3211: 3197: 3189: 3178: 3164: 3161: 3160: 3144: 3141: 3140: 3121: 3113: 3102: 3088: 3085: 3084: 3068: 3065: 3064: 3017: 3004: 2995: 2982: 2980: 2976: 2953: 2935: 2931: 2929: 2925: 2923: 2920: 2919: 2900: 2897: 2896: 2872: 2864: 2860: 2856: 2854: 2851: 2850: 2834: 2831: 2830: 2824: 2804: 2778: 2774: 2772: 2769: 2768: 2748: 2744: 2715: 2712: 2711: 2705:ill-conditioned 2659: 2658: 2653: 2644: 2640: 2635: 2629: 2628: 2622: 2617: 2610: 2609: 2604: 2595: 2591: 2586: 2580: 2579: 2573: 2568: 2566: 2549: 2546: 2545: 2526: 2523: 2522: 2496: 2492: 2490: 2487: 2486: 2466: 2463: 2462: 2443: 2439: 2437: 2434: 2433: 2409: 2406: 2405: 2356: 2353: 2352: 2332: 2329: 2328: 2309: 2306: 2305: 2275: 2271: 2269: 2266: 2265: 2239: 2235: 2233: 2230: 2229: 2193: 2189: 2188: 2184: 2164: 2160: 2159: 2155: 2153: 2136: 2133: 2132: 2112: 2109: 2108: 2088: 2085: 2084: 2081:singular values 2054: 2050: 2048: 2045: 2044: 2018: 2014: 2012: 2009: 2008: 1973: 1969: 1968: 1952: 1948: 1947: 1945: 1928: 1925: 1924: 1904: 1900: 1892: 1889: 1888: 1858: 1855: 1854: 1826:linear isometry 1784: 1780: 1779: 1775: 1761: 1747: 1743: 1739: 1722: 1719: 1718: 1694: 1693: 1667: 1663: 1659: 1650: 1649: 1632: 1618: 1616: 1612: 1600: 1578: 1561: 1557: 1556: 1552: 1550: 1546: 1534: 1521: 1520: 1497: 1493: 1492: 1488: 1477: 1475: 1471: 1459: 1437: 1420: 1416: 1415: 1411: 1409: 1405: 1393: 1382: 1358: 1354: 1353: 1349: 1338: 1336: 1323: 1306: 1302: 1301: 1297: 1295: 1294: 1290: 1272: 1264: 1262: 1259: 1258: 1207: 1203: 1202: 1198: 1187: 1185: 1172: 1155: 1151: 1150: 1146: 1144: 1128: 1117: 1115: 1110: 1091: 1087: 1086: 1082: 1065: 1061: 1060: 1056: 1054: 1052: 1049: 1048: 954:round-off error 939:linear equation 935: 899: 886: 862: 840: 838: 815: 802: 798: 791: 785: 782: 781: 744: 721: 719: 696: 683: 679: 672: 666: 663: 662: 643: 640: 639: 596: 571: 570: 554: 550: 524: 501: 498: 497: 454: 453: 437: 433: 407: 404: 403: 362: 361: 326: 323: 322: 284: 283: 281: 278: 277: 261: 258: 257: 235: 234: 232: 229: 228: 212: 209: 208: 205: 183: 180: 179: 162: 158: 141: 138: 137: 116:ill-conditioned 51: 48: 47: 28: 23: 22: 18:Ill-conditioned 15: 12: 11: 5: 5888: 5878: 5877: 5872: 5858: 5857: 5852: 5847: 5842: 5831: 5830:External links 5828: 5827: 5826: 5820: 5802: 5799: 5796: 5795: 5788: 5763: 5756: 5736: 5729: 5704: 5697: 5670: 5669: 5667: 5664: 5663: 5662: 5657: 5655:Singular value 5652: 5647: 5645:Hilbert matrix 5642: 5637: 5630: 5627: 5610: 5607: 5604: 5601: 5598: 5595: 5575: 5555: 5525: 5522: 5519: 5516: 5503: 5502: 5491: 5485: 5482: 5479: 5475: 5471: 5468: 5465: 5462: 5459: 5456: 5451: 5448: 5445: 5442: 5439: 5436: 5410: 5387: 5363: 5360: 5357: 5346: 5345: 5334: 5330: 5323: 5320: 5317: 5312: 5309: 5306: 5303: 5296: 5290: 5287: 5284: 5281: 5278: 5275: 5270: 5266: 5263: 5260: 5257: 5254: 5251: 5248: 5245: 5242: 5239: 5236: 5233: 5229: 5223: 5219: 5213: 5210: 5207: 5204: 5201: 5198: 5194: 5186: 5182: 5178: 5175: 5171: 5147: 5127: 5124: 5104: 5084: 5081: 5078: 5075: 5051: 5031: 4996: 4993: 4990: 4987: 4967: 4943: 4920: 4896: 4884: 4881: 4878: 4877: 4863: 4860: 4857: 4854: 4851: 4848: 4843: 4839: 4835: 4832: 4829: 4825: 4813: 4802: 4799: 4796: 4793: 4790: 4780: 4776: 4775: 4761: 4758: 4755: 4752: 4749: 4742: 4738: 4734: 4731: 4723: 4719: 4715: 4701: 4690: 4687: 4684: 4681: 4678: 4668: 4664: 4663: 4649: 4646: 4643: 4640: 4637: 4630: 4626: 4622: 4619: 4613: 4601: 4590: 4587: 4584: 4581: 4578: 4568: 4564: 4563: 4551: 4547: 4544: 4541: 4538: 4535: 4532: 4529: 4526: 4523: 4520: 4517: 4514: 4511: 4508: 4504: 4493: 4482: 4479: 4476: 4473: 4470: 4460: 4456: 4455: 4443: 4439: 4436: 4433: 4430: 4427: 4424: 4420: 4409: 4398: 4395: 4392: 4389: 4386: 4376: 4372: 4371: 4359: 4355: 4352: 4349: 4346: 4343: 4340: 4336: 4325: 4314: 4311: 4308: 4305: 4302: 4292: 4288: 4287: 4275: 4269: 4266: 4263: 4260: 4257: 4253: 4248: 4237: 4226: 4223: 4220: 4217: 4214: 4204: 4197: 4196: 4184: 4180: 4176: 4165: 4152: 4148: 4137: 4131: 4130: 4118: 4114: 4110: 4099: 4086: 4082: 4071: 4065: 4064: 4053: 4043: 4032: 4028: 4024: 4014: 4010: 4009: 3998: 3988: 3977: 3974: 3964: 3960: 3959: 3947: 3941: 3938: 3935: 3931: 3926: 3915: 3904: 3901: 3898: 3888: 3884: 3883: 3880: 3877: 3845: 3844: 3833: 3827: 3824: 3819: 3816: 3813: 3810: 3807: 3804: 3801: 3798: 3795: 3792: 3789: 3786: 3777: 3774: 3771: 3768: 3764: 3759: 3753: 3750: 3747: 3744: 3741: 3738: 3735: 3732: 3727: 3724: 3721: 3718: 3715: 3712: 3709: 3706: 3703: 3700: 3697: 3694: 3685: 3682: 3679: 3676: 3672: 3667: 3661: 3657: 3653: 3650: 3647: 3644: 3639: 3636: 3633: 3630: 3626: 3622: 3619: 3616: 3613: 3610: 3607: 3604: 3601: 3598: 3595: 3592: 3589: 3586: 3583: 3557: 3554: 3551: 3548: 3544: 3540: 3537: 3534: 3531: 3528: 3525: 3522: 3519: 3516: 3513: 3510: 3507: 3504: 3501: 3481: 3478: 3475: 3472: 3452: 3448: 3444: 3441: 3438: 3435: 3432: 3429: 3425: 3421: 3418: 3415: 3412: 3409: 3406: 3403: 3400: 3397: 3394: 3374: 3354: 3334: 3331: 3303: 3282: 3279: 3254: 3250: 3245: 3242: 3238: 3218: 3214: 3210: 3207: 3204: 3200: 3195: 3192: 3188: 3184: 3181: 3177: 3174: 3171: 3168: 3148: 3128: 3124: 3119: 3116: 3112: 3108: 3105: 3101: 3098: 3095: 3092: 3072: 3057:absolute value 3046: 3045: 3034: 3030: 3023: 3020: 3016: 3013: 3010: 3007: 3001: 2998: 2994: 2991: 2988: 2985: 2979: 2975: 2971: 2965: 2962: 2959: 2956: 2951: 2948: 2945: 2941: 2938: 2934: 2928: 2904: 2883: 2879: 2875: 2870: 2867: 2863: 2859: 2838: 2823: 2820: 2803: 2800: 2781: 2777: 2756: 2751: 2747: 2743: 2740: 2737: 2734: 2731: 2728: 2725: 2722: 2719: 2694:transcendental 2686:Euclidean norm 2679: 2678: 2662: 2656: 2650: 2647: 2643: 2638: 2632: 2625: 2621: 2613: 2607: 2601: 2598: 2594: 2589: 2583: 2576: 2572: 2565: 2562: 2559: 2556: 2553: 2530: 2510: 2507: 2502: 2499: 2495: 2470: 2446: 2442: 2419: 2416: 2413: 2387: 2386: 2375: 2372: 2369: 2366: 2363: 2360: 2336: 2325: 2313: 2289: 2286: 2283: 2274: 2253: 2250: 2247: 2238: 2217: 2211: 2207: 2204: 2201: 2192: 2187: 2182: 2178: 2175: 2172: 2163: 2158: 2152: 2149: 2146: 2143: 2140: 2116: 2092: 2068: 2065: 2062: 2053: 2032: 2029: 2026: 2017: 2005: 2004: 1993: 1987: 1984: 1981: 1972: 1966: 1963: 1960: 1951: 1944: 1941: 1938: 1935: 1932: 1907: 1903: 1899: 1896: 1868: 1865: 1862: 1818: 1817: 1806: 1803: 1799: 1795: 1790: 1787: 1783: 1778: 1774: 1770: 1767: 1764: 1758: 1753: 1750: 1746: 1742: 1738: 1735: 1732: 1729: 1726: 1708: 1707: 1692: 1689: 1686: 1683: 1678: 1673: 1670: 1666: 1662: 1658: 1655: 1653: 1651: 1647: 1641: 1638: 1635: 1630: 1627: 1624: 1621: 1615: 1609: 1606: 1603: 1599: 1593: 1587: 1584: 1581: 1576: 1572: 1567: 1564: 1560: 1555: 1549: 1543: 1540: 1537: 1533: 1529: 1526: 1524: 1522: 1518: 1512: 1508: 1503: 1500: 1496: 1491: 1486: 1483: 1480: 1474: 1468: 1465: 1462: 1458: 1452: 1446: 1443: 1440: 1435: 1431: 1426: 1423: 1419: 1414: 1408: 1402: 1399: 1396: 1392: 1388: 1385: 1383: 1380: 1373: 1369: 1364: 1361: 1357: 1352: 1347: 1344: 1341: 1332: 1329: 1326: 1321: 1317: 1312: 1309: 1305: 1300: 1293: 1287: 1284: 1281: 1278: 1275: 1271: 1267: 1266: 1252:operator norms 1240: 1239: 1228: 1222: 1218: 1213: 1210: 1206: 1201: 1196: 1193: 1190: 1181: 1178: 1175: 1170: 1166: 1161: 1158: 1154: 1149: 1143: 1137: 1134: 1131: 1126: 1123: 1120: 1113: 1106: 1102: 1097: 1094: 1090: 1085: 1080: 1076: 1071: 1068: 1064: 1059: 997:relative error 966:floating-point 934: 931: 930: 929: 918: 912: 909: 906: 902: 898: 895: 892: 889: 884: 881: 878: 875: 872: 869: 865: 861: 858: 855: 852: 849: 846: 843: 835: 831: 827: 824: 821: 818: 814: 805: 801: 797: 794: 790: 771: 770: 756: 753: 750: 747: 742: 739: 736: 733: 730: 727: 724: 716: 712: 708: 705: 702: 699: 695: 686: 682: 678: 675: 671: 647: 621: 618: 615: 612: 609: 606: 603: 599: 594: 590: 587: 584: 578: 575: 569: 566: 563: 560: 557: 553: 549: 546: 543: 540: 537: 534: 531: 527: 523: 520: 517: 514: 511: 508: 505: 477: 473: 470: 467: 461: 458: 452: 449: 446: 443: 440: 436: 432: 429: 426: 423: 420: 417: 414: 411: 384: 381: 378: 375: 369: 366: 360: 357: 354: 351: 348: 345: 342: 339: 336: 333: 330: 306: 303: 300: 297: 291: 288: 265: 256:with an input 242: 239: 216: 204: 201: 187: 165: 161: 157: 154: 151: 148: 145: 102:linear algebra 73: 70: 67: 64: 61: 58: 55: 26: 9: 6: 4: 3: 2: 5887: 5876: 5873: 5871: 5868: 5867: 5865: 5856: 5853: 5851: 5848: 5846: 5843: 5841: 5837: 5834: 5833: 5823: 5821:0-19-853564-3 5817: 5813: 5809: 5808:Demmel, James 5805: 5804: 5791: 5785: 5781: 5780: 5772: 5770: 5768: 5759: 5753: 5749: 5748: 5740: 5732: 5726: 5722: 5718: 5714: 5708: 5700: 5698:0-471-05856-4 5694: 5690: 5686: 5682: 5675: 5671: 5661: 5660:Wilson matrix 5658: 5656: 5653: 5651: 5648: 5646: 5643: 5641: 5638: 5636: 5633: 5632: 5626: 5624: 5602: 5596: 5573: 5553: 5545: 5541: 5520: 5514: 5489: 5480: 5473: 5463: 5457: 5443: 5437: 5424: 5423: 5422: 5408: 5399: 5385: 5377: 5358: 5332: 5328: 5318: 5307: 5304: 5282: 5276: 5261: 5255: 5252: 5246: 5243: 5240: 5237: 5231: 5217: 5211: 5208: 5202: 5199: 5184: 5180: 5173: 5161: 5160: 5159: 5145: 5125: 5122: 5102: 5079: 5073: 5065: 5049: 5029: 5020: 5018: 5015:or computing 5014: 5010: 5009:Banach spaces 4991: 4985: 4965: 4957: 4941: 4934: 4918: 4910: 4894: 4858: 4852: 4849: 4841: 4837: 4833: 4830: 4823: 4814: 4797: 4791: 4788: 4781: 4778: 4777: 4756: 4750: 4747: 4740: 4736: 4732: 4729: 4717: 4702: 4685: 4679: 4676: 4669: 4666: 4665: 4644: 4638: 4635: 4628: 4624: 4620: 4617: 4611: 4602: 4585: 4579: 4576: 4569: 4566: 4565: 4539: 4533: 4530: 4527: 4521: 4515: 4512: 4506: 4494: 4477: 4471: 4468: 4461: 4458: 4457: 4434: 4428: 4425: 4422: 4410: 4393: 4387: 4384: 4377: 4374: 4373: 4350: 4344: 4341: 4338: 4326: 4309: 4303: 4300: 4293: 4291:Sine function 4290: 4289: 4273: 4264: 4258: 4255: 4251: 4246: 4238: 4221: 4215: 4212: 4205: 4202: 4199: 4198: 4178: 4166: 4150: 4146: 4138: 4136: 4133: 4132: 4112: 4100: 4084: 4080: 4072: 4070: 4067: 4066: 4051: 4044: 4030: 4026: 4022: 4015: 4012: 4011: 3996: 3989: 3975: 3972: 3965: 3962: 3961: 3945: 3939: 3936: 3933: 3929: 3924: 3916: 3902: 3899: 3896: 3889: 3886: 3885: 3881: 3878: 3875: 3874: 3871: 3869: 3865: 3860: 3858: 3854: 3850: 3831: 3825: 3814: 3808: 3805: 3799: 3793: 3790: 3784: 3772: 3766: 3762: 3757: 3751: 3748: 3742: 3736: 3733: 3722: 3716: 3713: 3707: 3701: 3698: 3692: 3680: 3674: 3670: 3665: 3659: 3655: 3648: 3634: 3628: 3624: 3614: 3608: 3605: 3599: 3593: 3590: 3584: 3571: 3570: 3569: 3552: 3546: 3542: 3532: 3526: 3523: 3517: 3511: 3508: 3502: 3476: 3470: 3450: 3446: 3439: 3430: 3427: 3423: 3416: 3413: 3407: 3401: 3398: 3372: 3352: 3332: 3320: 3317: 3301: 3280: 3277: 3268: 3267:infinitesimal 3252: 3248: 3243: 3240: 3236: 3216: 3212: 3208: 3205: 3202: 3198: 3193: 3190: 3186: 3182: 3175: 3172: 3169: 3146: 3126: 3122: 3117: 3114: 3110: 3106: 3099: 3096: 3093: 3070: 3062: 3058: 3053: 3051: 3032: 3028: 3021: 3014: 3011: 3008: 2999: 2992: 2989: 2986: 2977: 2973: 2969: 2960: 2954: 2946: 2939: 2936: 2932: 2926: 2918: 2917: 2916: 2902: 2881: 2877: 2873: 2868: 2865: 2861: 2857: 2836: 2829: 2819: 2817: 2813: 2809: 2799: 2797: 2796:pseudoinverse 2779: 2775: 2749: 2745: 2735: 2729: 2723: 2717: 2708: 2706: 2702: 2697: 2695: 2691: 2687: 2682: 2648: 2645: 2641: 2623: 2599: 2596: 2592: 2574: 2563: 2557: 2551: 2544: 2543: 2542: 2528: 2508: 2505: 2500: 2497: 2493: 2484: 2468: 2460: 2459:(vector) norm 2440: 2414: 2402: 2400: 2396: 2392: 2373: 2370: 2364: 2358: 2350: 2334: 2326: 2324:respectively. 2311: 2303: 2284: 2272: 2248: 2236: 2215: 2209: 2202: 2190: 2185: 2180: 2173: 2161: 2156: 2150: 2144: 2138: 2130: 2114: 2106: 2105: 2104: 2090: 2082: 2063: 2051: 2027: 2015: 1991: 1982: 1970: 1961: 1949: 1942: 1936: 1930: 1923: 1922: 1921: 1905: 1897: 1886: 1882: 1863: 1851: 1849: 1844: 1842: 1838: 1833: 1829: 1827: 1823: 1804: 1801: 1793: 1788: 1785: 1781: 1772: 1765: 1751: 1748: 1744: 1736: 1730: 1724: 1717: 1716: 1715: 1713: 1690: 1684: 1671: 1668: 1664: 1656: 1654: 1645: 1636: 1625: 1622: 1613: 1607: 1604: 1601: 1591: 1582: 1570: 1565: 1562: 1558: 1547: 1541: 1538: 1535: 1527: 1525: 1516: 1506: 1501: 1498: 1494: 1481: 1472: 1466: 1463: 1460: 1450: 1441: 1429: 1424: 1421: 1417: 1406: 1400: 1397: 1394: 1386: 1384: 1378: 1367: 1362: 1359: 1355: 1342: 1327: 1315: 1310: 1307: 1303: 1291: 1285: 1282: 1279: 1276: 1273: 1257: 1256: 1255: 1253: 1249: 1245: 1226: 1216: 1211: 1208: 1204: 1191: 1176: 1164: 1159: 1156: 1152: 1141: 1132: 1121: 1111: 1100: 1095: 1092: 1088: 1074: 1069: 1066: 1062: 1047: 1046: 1045: 1043: 1039: 1036: 1032: 1029: 1025: 1021: 1017: 1013: 1008: 1006: 1002: 998: 993: 991: 987: 983: 979: 975: 971: 967: 963: 959: 955: 951: 947: 944: =  943: 940: 916: 907: 900: 893: 890: 876: 870: 863: 853: 847: 844: 833: 829: 822: 819: 803: 799: 792: 780: 779: 778: 776: 751: 748: 734: 728: 725: 714: 710: 703: 700: 684: 680: 673: 661: 660: 659: 645: 637: 632: 619: 610: 604: 597: 585: 573: 567: 561: 555: 547: 538: 532: 525: 515: 509: 506: 495: 493: 468: 456: 450: 444: 438: 430: 421: 415: 412: 401: 399: 382: 376: 364: 358: 352: 346: 343: 337: 331: 328: 320: 304: 298: 286: 263: 237: 214: 200: 185: 163: 159: 155: 149: 143: 134: 132: 131: 126: 122: 118: 117: 112: 111: 105: 103: 98: 94: 89: 87: 71: 68: 65: 59: 53: 45: 41: 37: 33: 19: 5839: 5811: 5778: 5746: 5739: 5720: 5707: 5688: 5674: 5623:induced norm 5538:denotes the 5504: 5400: 5347: 5063: 5021: 4954:) into some 4933:real numbers 4886: 3861: 3846: 3321: 3054: 3047: 2825: 2822:One variable 2805: 2709: 2698: 2689: 2683: 2680: 2403: 2398: 2390: 2388: 2006: 1884: 1852: 1845: 1834: 1830: 1821: 1819: 1709: 1254:as follows: 1247: 1243: 1241: 1041: 1037: 1034: 1030: 1027: 1019: 1015: 1011: 1009: 1004: 1000: 994: 989: 985: 981: 977: 973: 969: 949: 945: 941: 936: 774: 772: 635: 633: 491: 397: 318: 206: 135: 128: 115: 114: 109: 108: 106: 90: 85: 35: 29: 5042:at a point 5017:eigenvalues 3853:secant line 3159:, which is 3083:, which is 2302:eigenvalues 1024:nonsingular 276:and output 5864:Categories 5681:Kuh, Edwin 5666:References 4931:-tuple of 4069:Polynomial 3050:elasticity 2915:, this is 1841:invertible 960:, not the 97:asymptotic 5609:‖ 5594:‖ 5484:‖ 5478:‖ 5470:‖ 5455:‖ 5450:‖ 5435:‖ 5362:‖ 5359:⋅ 5356:‖ 5322:‖ 5316:‖ 5311:‖ 5305:δ 5302:‖ 5289:‖ 5274:‖ 5253:− 5244:δ 5212:ε 5209:≤ 5206:‖ 5200:δ 5197:‖ 5177:→ 5174:ε 5123:δ 4958:(e.g. an 4911:(e.g. an 4853:⁡ 4792:⁡ 4751:⁡ 4733:− 4680:⁡ 4639:⁡ 4621:− 4580:⁡ 4534:⁡ 4516:⁡ 4472:⁡ 4429:⁡ 4388:⁡ 4345:⁡ 4304:⁡ 4259:⁡ 4216:⁡ 3823:Δ 3806:− 3797:Δ 3749:− 3740:Δ 3714:− 3705:Δ 3646:Δ 3606:− 3597:Δ 3524:− 3515:Δ 3437:Δ 3414:− 3405:Δ 3330:Δ 3173:⁡ 3097:⁡ 3012:⁡ 2990:⁡ 2802:Nonlinear 2780:† 2755:‖ 2750:† 2742:‖ 2739:‖ 2733:‖ 2718:κ 2564:≥ 2552:κ 2506:≠ 2445:∞ 2418:‖ 2415:⋅ 2412:‖ 2359:κ 2273:λ 2237:λ 2191:λ 2162:λ 2139:κ 2052:σ 2016:σ 1971:σ 1950:σ 1931:κ 1902:‖ 1898:⋅ 1895:‖ 1867:‖ 1864:⋅ 1861:‖ 1837:ill-posed 1786:− 1773:≥ 1749:− 1725:κ 1688:‖ 1682:‖ 1669:− 1640:‖ 1634:‖ 1629:‖ 1620:‖ 1605:≠ 1586:‖ 1580:‖ 1563:− 1539:≠ 1499:− 1485:‖ 1479:‖ 1464:≠ 1445:‖ 1439:‖ 1422:− 1398:≠ 1360:− 1346:‖ 1340:‖ 1331:‖ 1325:‖ 1308:− 1283:≠ 1209:− 1195:‖ 1189:‖ 1180:‖ 1174:‖ 1157:− 1136:‖ 1130:‖ 1125:‖ 1119:‖ 1093:− 1067:− 962:algorithm 911:‖ 905:‖ 897:‖ 891:δ 888:‖ 883:‖ 868:‖ 860:‖ 845:δ 842:‖ 834:ε 830:≤ 826:‖ 820:δ 817:‖ 796:→ 793:ε 755:‖ 749:δ 746:‖ 741:‖ 726:δ 723:‖ 715:ε 711:≤ 707:‖ 701:δ 698:‖ 677:→ 674:ε 617:‖ 602:‖ 577:~ 568:− 545:‖ 530:‖ 522:‖ 507:δ 504:‖ 460:~ 451:− 428:‖ 413:δ 410:‖ 368:~ 359:− 329:δ 290:~ 241:~ 144:κ 44:sensitive 5875:Matrices 5782:. SIAM. 5715:(2015). 5629:See also 5269:‖ 5228:‖ 4956:codomain 4203:function 4013:Division 3281:′ 3244:′ 3194:′ 3183:′ 3118:′ 3107:′ 3022:′ 3000:′ 2940:′ 2869:′ 2812:supremum 2808:calculus 2767:, where 2541:), then 2521:for all 1920:), then 1798:‖ 1777:‖ 1769:‖ 1763:‖ 1757:‖ 1741:‖ 1677:‖ 1661:‖ 1575:‖ 1554:‖ 1511:‖ 1490:‖ 1434:‖ 1413:‖ 1372:‖ 1351:‖ 1320:‖ 1299:‖ 1221:‖ 1200:‖ 1169:‖ 1148:‖ 1105:‖ 1084:‖ 1079:‖ 1058:‖ 933:Matrices 775:relative 773:and the 636:absolute 593:‖ 552:‖ 492:relative 489:and the 476:‖ 435:‖ 398:absolute 40:function 5621:is the 5536:⁠ 5507:⁠ 2430:is the 2351:, then 2349:unitary 2131:, then 1879:is the 5818:  5786:  5754:  5727:  5695:  5586:, and 5505:where 5348:where 4909:domain 4850:arctan 4789:arctan 4748:arccos 4677:arccos 4636:arcsin 4577:arcsin 3879:Symbol 2816:domain 2228:where 2129:normal 2007:where 958:matrix 34:, the 5374:is a 3857:limit 1022:is a 494:error 400:error 319:error 38:of a 5816:ISBN 5784:ISBN 5752:ISBN 5725:ISBN 5693:ISBN 5376:norm 3876:Name 3316:zero 2461:and 2264:and 2043:and 1848:norm 1712:norm 1246:and 1010:Let 395:the 317:the 5838:at 5566:at 5546:of 5542:of 5401:If 5193:sup 5170:lim 5138:in 4531:cot 4513:tan 4469:tan 4426:tan 4385:cos 4342:cot 4301:sin 3492:is 3385:is 3345:in 3170:log 3094:log 3063:of 3009:log 2987:log 2620:min 2571:max 2481:is 2404:If 2347:is 2327:If 2304:of 2277:min 2241:max 2195:min 2166:max 2127:is 2107:If 2083:of 2056:min 2020:max 1975:min 1954:max 1853:If 1598:max 1532:max 1457:max 1391:max 1270:max 1044:is 1033:is 999:in 964:or 813:sup 789:lim 694:sup 670:lim 658:is 496:is 402:is 321:is 30:In 5866:: 5766:^ 5719:. 5687:. 5398:. 5019:. 4256:ln 4213:ln 2401:. 2374:1. 1805:1. 1007:. 992:. 942:Ax 344::= 160:10 86:x, 5824:. 5792:. 5760:. 5733:. 5701:. 5606:) 5603:x 5600:( 5597:J 5574:x 5554:f 5524:) 5521:x 5518:( 5515:J 5490:, 5481:x 5474:/ 5467:) 5464:x 5461:( 5458:f 5447:) 5444:x 5441:( 5438:J 5409:f 5386:f 5333:, 5329:] 5319:x 5308:x 5295:/ 5286:) 5283:x 5280:( 5277:f 5265:) 5262:x 5259:( 5256:f 5250:) 5247:x 5241:+ 5238:x 5235:( 5232:f 5218:[ 5203:x 5185:+ 5181:0 5146:x 5126:x 5103:x 5083:) 5080:x 5077:( 5074:f 5050:x 5030:f 4995:) 4992:x 4989:( 4986:f 4966:n 4942:x 4919:m 4895:f 4862:) 4859:x 4856:( 4847:) 4842:2 4838:x 4834:+ 4831:1 4828:( 4824:x 4801:) 4798:x 4795:( 4760:) 4757:x 4754:( 4741:2 4737:x 4730:1 4722:| 4718:x 4714:| 4689:) 4686:x 4683:( 4648:) 4645:x 4642:( 4629:2 4625:x 4618:1 4612:x 4589:) 4586:x 4583:( 4550:| 4546:) 4543:) 4540:x 4537:( 4528:+ 4525:) 4522:x 4519:( 4510:( 4507:x 4503:| 4481:) 4478:x 4475:( 4442:| 4438:) 4435:x 4432:( 4423:x 4419:| 4397:) 4394:x 4391:( 4358:| 4354:) 4351:x 4348:( 4339:x 4335:| 4313:) 4310:x 4307:( 4274:| 4268:) 4265:x 4262:( 4252:1 4247:| 4225:) 4222:x 4219:( 4183:| 4179:x 4175:| 4151:x 4147:e 4117:| 4113:n 4109:| 4085:n 4081:x 4052:1 4031:x 4027:/ 4023:1 3997:1 3976:x 3973:a 3946:| 3940:a 3937:+ 3934:x 3930:x 3925:| 3903:a 3900:+ 3897:x 3832:. 3826:x 3818:) 3815:x 3812:( 3809:f 3803:) 3800:x 3794:+ 3791:x 3788:( 3785:f 3776:) 3773:x 3770:( 3767:f 3763:x 3758:= 3752:x 3746:) 3743:x 3737:+ 3734:x 3731:( 3726:) 3723:x 3720:( 3717:f 3711:) 3708:x 3702:+ 3699:x 3696:( 3693:f 3684:) 3681:x 3678:( 3675:f 3671:x 3666:= 3660:x 3656:/ 3652:) 3649:x 3643:( 3638:) 3635:x 3632:( 3629:f 3625:/ 3621:] 3618:) 3615:x 3612:( 3609:f 3603:) 3600:x 3594:+ 3591:x 3588:( 3585:f 3582:[ 3556:) 3553:x 3550:( 3547:f 3543:/ 3539:] 3536:) 3533:x 3530:( 3527:f 3521:) 3518:x 3512:+ 3509:x 3506:( 3503:f 3500:[ 3480:) 3477:x 3474:( 3471:f 3451:x 3447:/ 3443:) 3440:x 3434:( 3431:= 3428:x 3424:/ 3420:] 3417:x 3411:) 3408:x 3402:+ 3399:x 3396:( 3393:[ 3373:x 3353:x 3333:x 3302:f 3278:f 3253:f 3249:/ 3241:f 3237:x 3217:x 3213:/ 3209:1 3206:= 3203:x 3199:/ 3191:x 3187:= 3180:) 3176:x 3167:( 3147:x 3127:f 3123:/ 3115:f 3111:= 3104:) 3100:f 3091:( 3071:f 3033:. 3029:| 3019:) 3015:x 3006:( 2997:) 2993:f 2984:( 2978:| 2974:= 2970:| 2964:) 2961:x 2958:( 2955:f 2950:) 2947:x 2944:( 2937:f 2933:x 2927:| 2903:x 2882:| 2878:f 2874:/ 2866:f 2862:x 2858:| 2837:f 2776:A 2746:A 2736:A 2730:= 2727:) 2724:A 2721:( 2661:) 2655:| 2649:i 2646:i 2642:a 2637:| 2631:( 2624:i 2612:) 2606:| 2600:i 2597:i 2593:a 2588:| 2582:( 2575:i 2561:) 2558:A 2555:( 2529:i 2509:0 2501:i 2498:i 2494:a 2469:A 2441:L 2391:L 2371:= 2368:) 2365:A 2362:( 2335:A 2312:A 2288:) 2285:A 2282:( 2252:) 2249:A 2246:( 2216:, 2210:| 2206:) 2203:A 2200:( 2186:| 2181:| 2177:) 2174:A 2171:( 2157:| 2151:= 2148:) 2145:A 2142:( 2115:A 2091:A 2067:) 2064:A 2061:( 2031:) 2028:A 2025:( 1992:, 1986:) 1983:A 1980:( 1965:) 1962:A 1959:( 1943:= 1940:) 1937:A 1934:( 1906:2 1885:L 1822:A 1802:= 1794:A 1789:1 1782:A 1766:A 1752:1 1745:A 1737:= 1734:) 1731:A 1728:( 1691:. 1685:A 1672:1 1665:A 1657:= 1646:} 1637:x 1626:x 1623:A 1614:{ 1608:0 1602:x 1592:} 1583:e 1571:e 1566:1 1559:A 1548:{ 1542:0 1536:e 1528:= 1517:} 1507:b 1502:1 1495:A 1482:b 1473:{ 1467:0 1461:b 1451:} 1442:e 1430:e 1425:1 1418:A 1407:{ 1401:0 1395:e 1387:= 1379:} 1368:b 1363:1 1356:A 1343:b 1328:e 1316:e 1311:1 1304:A 1292:{ 1286:0 1280:b 1277:, 1274:e 1248:e 1244:b 1227:. 1217:b 1212:1 1205:A 1192:b 1177:e 1165:e 1160:1 1153:A 1142:= 1133:b 1122:e 1112:/ 1101:b 1096:1 1089:A 1075:e 1070:1 1063:A 1042:b 1038:e 1035:A 1031:b 1028:A 1020:A 1016:b 1012:e 1005:b 1001:x 990:b 986:x 982:x 978:b 974:b 970:x 950:x 946:b 917:. 908:x 901:/ 894:x 880:) 877:x 874:( 871:f 864:/ 857:) 854:x 851:( 848:f 823:x 804:+ 800:0 752:x 738:) 735:x 732:( 729:f 704:x 685:+ 681:0 646:f 620:. 614:) 611:x 608:( 605:f 598:/ 589:) 586:x 583:( 574:f 565:) 562:x 559:( 556:f 548:= 542:) 539:x 536:( 533:f 526:/ 519:) 516:x 513:( 510:f 472:) 469:x 466:( 457:f 448:) 445:x 442:( 439:f 431:= 425:) 422:x 419:( 416:f 383:, 380:) 377:x 374:( 365:f 356:) 353:x 350:( 347:f 341:) 338:x 335:( 332:f 305:, 302:) 299:x 296:( 287:f 264:x 238:f 215:f 186:k 164:k 156:= 153:) 150:A 147:( 72:, 69:y 66:= 63:) 60:x 57:( 54:f 20:)

Index

Ill-conditioned
numerical analysis
function
sensitive
propagation of uncertainty
asymptotic
linear algebra
independent variables
dependent variable
backward stability
absolute error
relative error
linear equation
round-off error
matrix
algorithm
floating-point
relative error
nonsingular
operator norms
norm
linear isometry
ill-posed
invertible
norm
matrix norm induced by the (vector) Euclidean norm
singular values
normal
eigenvalues
unitary

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