Which constraints of a numerical problem cause ill-conditioning?
Numerical Analysis
2026-01-27 v2 Numerical Analysis
Abstract
Many numerical problems with input and output can be formulated as a system of equations where the goal is to solve for . The condition number measures the change of for small perturbations to . From this numerical problem, one can derive a (typically underdetermined) relaxation by omitting any number of equations from . 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.
Cite
@article{arxiv.2305.11547,
title = {Which constraints of a numerical problem cause ill-conditioning?},
author = {Nick Dewaele and Nick Vannieuwenhoven},
journal= {arXiv preprint arXiv:2305.11547},
year = {2026}
}
Comments
28 pages, 2 figures