| Autor: |
Dewaele, Nick, Vannieuwenhoven, Nick |
| Rok vydání: |
2023 |
| Předmět: |
|
| Druh dokumentu: |
Working Paper |
| Popis: |
Many numerical problems with input $x$ and output $y$ can be formulated as an system of equations $F(x, y) = 0$ where the goal is to solve for $y$. The condition number measures the change of $y$ for small perturbations to $x$. From this numerical problem, one can derive a (typically underdetermined) subproblem by omitting any number of constraints from $F$. We propose a condition number for underdetermined systems that relates the condition number of a numerical problem to those of its subproblems. We illustrate the use of our technique by computing the condition of two problems that do not have a finite condition number in the classic sense: any two-factor matrix decompositions and Tucker decompositions. |
| Databáze: |
arXiv |
| Externí odkaz: |
|
