Search Results
Search type | Search syntax |
---|---|
Tags | [tag] |
Exact | "words here" |
Author |
user:1234 user:me (yours) |
Score |
score:3 (3+) score:0 (none) |
Answers |
answers:3 (3+) answers:0 (none) isaccepted:yes hasaccepted:no inquestion:1234 |
Views | views:250 |
Code | code:"if (foo != bar)" |
Sections |
title:apples body:"apples oranges" |
URL | url:"*.example.com" |
Saves | in:saves |
Status |
closed:yes duplicate:no migrated:no wiki:no |
Types |
is:question is:answer |
Exclude |
-[tag] -apples |
For more details on advanced search visit our help page |
The study of the propagation of errors in a numerical algorithm.
3
votes
Accepted
Bounding error of float32 matrix multiplication
See for instance (3.13) in Higham's Accuracy and Stability of Numerical Algorithms: if $C=AB$ and $\hat{C}$ is its computed version, then
$$
|C-\hat{C}| \leq \gamma_n |A|\,|B|,
$$
where the absolute values …
1
vote
Determine stability of an algorithm?
The first thing you can do is determining the convergence rate experimentally. To do it, it is enough to plot error vs. iteration in a log-log scale and check the slope of the line that connects the i …
5
votes
Advantage of diagonal "jitter" for numerical stability?
Technically speaking, it does not affect the numerical stability of that algorithm, but it modifies the problem to a more well-conditioned one, from $\min \|\Phi \theta - y\|^2$ to $$\min \|\Phi \theta …
12
votes
Accepted
Computing $\frac{x - y}{x - z}$ when $x,y,z$ are close to each other
If your inputs are $x,y,z$, this computation is not unstable, but ill-conditioned. That's worse, because it means that a small change in your input (such as a previous approximation as a floating-poin …
2
votes
Accepted
Conditioning and Stability of generalized eigenvalue problem
(1) [EDIT: fixed significantly with respect to the first version] Let $\lambda$ be an eigenvalue of $A$, and $\tilde{\lambda}$ the closest eigenvalue of a perturbed matrix $A+E$. If $A=VDV^{-1}$ is di …