Probabilistic analyses of condition numbers

In recent decades, condition numbers have joined forces with probabilistic analysis to give rise to a form of condition-based analysis of algorithms. In this paper we survey how this analysis is done via a number of examples. We precede this catalogue of examples with short primers on both condition...

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Bibliographic Details
Published inActa numerica Vol. 25; pp. 321 - 382
Main Author Cucker, Felipe
Format Journal Article
LanguageEnglish
Published Cambridge, UK Cambridge University Press 01.05.2016
Subjects
Accuracy
Algorithms
Complexity theory
Linear programming
Mathematical problems
Probabilistic analysis
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Summary:In recent decades, condition numbers have joined forces with probabilistic analysis to give rise to a form of condition-based analysis of algorithms. In this paper we survey how this analysis is done via a number of examples. We precede this catalogue of examples with short primers on both condition numbers and probabilistic analyses.
ISSN:0962-4929
1474-0508
DOI:10.1017/S0962492916000027