Stability and Conditioning in Numerical Analysis

Date of Online Publication: 26/08/2006
Keywords: Conditioning, stability, stiffness, dynamical systems, boundary value problems, ordinary differential equations, numerical linear algebra
Authors: Felice Iavernaro, Francesca Mazzia and Donato Trigiante
Pages: 91-112
The terms stability and conditioning are used with a variety of meanings in Numerical Analysis. All of them have in common the general concept of the response of a computational algorithm to perturbations arising either from the data or from the specific arithmetic used on computers. In this paper we shall review the two concepts by using simple examples taken from both linear algebra and numerical methods for ODEs.

 

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