Options
Estimation of the Sensitivity of Linear and Nonlinear Algebraic Problems
Citation Link: https://doi.org/10.15480/882.298
Publikationstyp
Journal Article
Date Issued
1991
Sprache
English
Author(s)
Institut
TORE-DOI
Citation
Linear Algebra and its Applications (LAA), 153:1–34, 1991
Methods are presented for performing a rigorous sensitivity analysis for general systems of linear and nonlinear equations w.r.t. weighted perturbations in the input data.
The weights offer the advantage that all or part of the input data may be perturbed e.g. relatively or absolutely. System zeroes may, depending on the application, stay zero or not.
The main purpose of the paper is to give methods for computing rigorous bounds on the sensitivity of each individual component of the solution on the computer. The methods presented are very effective with the additional property that, due to an automatic error control mechanism, every computed result is guaranteed to be correct. Examples are given for linear and nonlinear systems demonstrating that the computed bounds are in general very sharp. Interesting comparisons to traditional condition numbers are given.
For linear systems the solution set for ¯nite perturbations in the coe±cients is estimated. Moreover, some theoretical results for eigenvectors/values and singular values are given.
The weights offer the advantage that all or part of the input data may be perturbed e.g. relatively or absolutely. System zeroes may, depending on the application, stay zero or not.
The main purpose of the paper is to give methods for computing rigorous bounds on the sensitivity of each individual component of the solution on the computer. The methods presented are very effective with the additional property that, due to an automatic error control mechanism, every computed result is guaranteed to be correct. Examples are given for linear and nonlinear systems demonstrating that the computed bounds are in general very sharp. Interesting comparisons to traditional condition numbers are given.
For linear systems the solution set for ¯nite perturbations in the coe±cients is estimated. Moreover, some theoretical results for eigenvectors/values and singular values are given.
Subjects
Sensitivity, perturbation theory, linear systems, nonlinear systems, guaranteed bounds
Loading...
Name
Ru91b.pdf
Size
220.04 KB
Format
Adobe PDF