The probability that a numerical analysis problem is difficult

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The Probability That A Numerical Analysis Problem Is Difficult

Numerous problems in numerical analysis, including matrix inversion, eigenvalue calculations and polynomial zerofinding, share the following property: The difficulty of solving a given problem is large when the distance from that problem to the nearest "ill-posed" one is small. For example, the closer a matrix is to the set of noninvertible matrices, the larger its condition number with respect...

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ژورنال

عنوان ژورنال: Mathematics of Computation

سال: 1988

ISSN: 0025-5718

DOI: 10.1090/s0025-5718-1988-0929546-7