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arXiv · 2305.11547

Which constraints of a numerical problem cause ill-conditioning?

Nick Dewaele·Nick Vannieuwenhoven
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Abstract

Many numerical problems with input $x$ and output $y$ can be formulated as a system of equations $F(x, y) = 0$ where the goal is to solve for $y$. The condition number measures the change of $y$ for small perturbations to $x$. From this numerical problem, one can derive a (typically underdetermined) relaxation by omitting any number of equations from $F$. We propose a condition number for underdetermined systems that relates the condition number of a numerical problem to those of its relaxations, thereby detecting the ill-conditioned constraints. We illustrate the use of our technique by computing the condition of two problems that do not have a finite condition number in the classic sense: two-factor matrix decompositions and Tucker decompositions.

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Nick Dewaele, Nick Vannieuwenhoven. 2023-05-19. Which constraints of a numerical problem cause ill-conditioning?. https://doi.org/10.1007/s00211-024-01427-6

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