Term
What does it mean for a problem to be well-conditioned? |
|
Definition
Perturbations to the input data cause relatively small changes in the solution |
|
|
Term
Formalize conditioning of a problem |
|
Definition
[image]
If the condition number of f(x) is small, then the problem is well-conditioned |
|
|
Term
When would 1-D function evaluation be poorly conditioned? |
|
Definition
When the function has a large slope |
|
|
Term
When would it be a good idea to use a relative condition number instead of an absolute condition number? |
|
Definition
You always want to use relative cond unless either the input or solution values are expected to be zero (root finding problem) |
|
|
Term
What is a problem that is inherently ill conditioned? |
|
Definition
Differentiation -- small change in function can cause drastic change to the value of the derivative |
|
|
Term
What does backward error mean? |
|
Definition
The amount of change to the input values that would explain all of the error in the solution |
|
|
Term
Consider a linear system Ax = b and suppose we perturb the right hand side b, which in turn perturbs the solution x. Can you derive the conditioning of this problem? |
|
Definition
|
|