Estimation of the sensitivity of linear and nonlinear algebraic problems (Q1175272): Difference between revisions

Methods are described to compute rigorous bounds for the sensitivity of linear or nonlinear systems of equations to weighted perturbations in the input data. Together with rigorous estimation of the solution, the sensitivity analysis comes with very low cost and offers the advantage that, rather than a single number representing the condition of the problem in use, a whole sensitivity vector can be computed representing variations of individual components of the solution. The methods described can be implemented very effectively on digital computers.