Condition numbers and their condition numbers (Q1345512)
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Condition numbers and their condition numbers (English)
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23 July 1995
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In this interesting paper condition numbers are treated from the point of view of the unifying definition \[ \text{cond} (A) = \lim_{\varepsilon \to 0_ +} \sup_{\| \Delta A \| \leq \varepsilon \| A \|} {\bigl \| (A + \Delta A)^{-1} - A^{-1} \bigr \| \over \varepsilon \| A^{-1} \|}; \tag{1} \] similarly-defined condition numbers for linear systems are also introduced. First, explicit forms of these condition numbers are given for several frequent norms. Next, the effect of symmetric perturbations in (1) for symmetric matrices is investigated and it is shown that for several norms the constraint \(\Delta A^ T = \Delta A\) has no effect on \(\text{cond} (A)\). Finally, condition numbers of the condition numbers defined in the spirit of (1) are studied and it is shown that for the norms \(\| \cdot \|_{\alpha, \beta}\) the level-2 condition number is bounded from each side by a linear function in the original condition number with absolute values of the coefficients not exceeding 3. A similar analysis is given for componentwise condition numbers.
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condition numbers
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symmetric perturbations
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symmetric matrices
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componentwise condition numbers
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