Experiments with data perturbations to study condition numbers and numerical stability (Q1308502)

The condition number of general problems is investigated. Experiments with data perturbations are used to study condition numbers, regularity and numerical stability. By varying the size of these perturbations and under some reasonable assumptions on the rounding errors, an interval of perturbations is determined, where a log-linear least squares fit provides an estimation of the condition number and the regularity. Three examples (computation of the value of a \(C^ 1\)-function, solution of a linear system, calculation of the roots of a quadratic function) using stable algorithms and an unstable algorithm are considered.