Stability
unstable algorithm : an algorithm with error exceeding error expected from conditioning
- quadratic formula is unstable in finite precision computation
- sensitivity of a problem/step is governed by condition number, but sensitivity of algorithm depends on condition numbers of individual steps
Backward error: a measure of the change in original data that reproduces the result of the algorithm
|˜x−x||x|
If an algorithm always produces small backward errors, then it is stable. (converse not always true)