The probability that a slightly perturbed numerical analysis problem is difficult

Peter Buergisser, Felipe Cucker, Martin Lotz

Research output: Contribution to journalArticlepeer-review

Abstract / Description of output

We prove a general theorem providing smoothed analysis estimates for conic condition numbers of problems of numerical analysis. Our probability estimates depend only on geometric invariants of the corresponding sets of ill-posed inputs. Several applications to linear and polynomial equation solving show that the estimates obtained in this way are easy to derive and quite accurate. The main theorem is based on a volume estimate of epsilon-tubular neighborhoods around a real algebraic subvariety of a sphere, intersected with a spherical disk of radius sigma. Besides epsilon and sigma, this bound depends only on the dimension of the sphere and on the degree of the defining equations.

Original languageEnglish
Pages (from-to)1559-1583
Number of pages25
JournalMathematics of computation
Volume77
Issue number263
Publication statusPublished - 2008

Keywords / Materials (for Non-textual outputs)

  • condition numbers
  • smooth analysis
  • tubular neighborhoods of algebraic surfaces
  • SMOOTHED ANALYSIS
  • CONDITION NUMBERS
  • POLYNOMIAL-TIME
  • BEZOUT-THEOREM
  • COMPLEXITY
  • ALGORITHMS
  • MATRICES

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