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arxiv: 0812.3613 · v2 · submitted 2008-12-18 · 🧮 math.NA

Stochastic Vs Worst-case Condition Numbers

classification 🧮 math.NA
keywords conditionstochasticworst-caselossprecisionboundnumbernumbers
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We compare Stochastic and Worst-case condition numbers and loss of precision for general computational problems. We show an upper bound for the ratio of Worst-case condition number to the Stochastic condition number of order O(sqrt m). We show an upper bound for the difference between the Worst-case loss of precision and the Stochastic loss of precision of order O(ln m). The results hold if the perturbations are measured norm-wise or componentwise.

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