Condition numbers, cont.
\[ \kappa_f(x) = \lim_{\epsilon \rightarrow 0}\frac{|f(x) - f(x(1+\epsilon))|}{|\epsilon f(x)|} = \left\vert \frac{xf'(x)}{f(x)} \right\vert \]
- relative error of output to relative error of input
- computer/algorithm agnostic
Condition number of simple addition \(f(x) = x - c\):
\[ \kappa_f(x) = \left\vert \frac{x}{x-c} \right\vert \]
- Condition number of constant multiplication is 1 \(\leftarrow\) no potential for cancellation error
- Ill-conditioned: problem with large rel. condition number
- Rel. condition number < 1 is no different than equivalent to 1 in practice
- see text for table