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Results tagged with stability
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user 13154
The study of the propagation of errors in a numerical algorithm.
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Advantage of diagonal "jitter" for numerical stability?
In the linked notebook we can find:
For reasons of numerical stability, we often add a small diagonal
"jitter" $\kappa$ to $\boldsymbol\Phi^T\boldsymbol\Phi$ so that
we can invert the matrix without significant … So, how does the diagonal "jitter" $\kappa$ affects stability? …
- 304