English

Which constraints of a numerical problem cause ill-conditioning?

Numerical Analysis 2026-01-27 v2 Numerical Analysis

Abstract

Many numerical problems with input xx and output yy can be formulated as a system of equations F(x,y)=0F(x, y) = 0 where the goal is to solve for yy. The condition number measures the change of yy for small perturbations to xx. From this numerical problem, one can derive a (typically underdetermined) relaxation by omitting any number of equations from FF. 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.

Keywords

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

R2 v1 2026-06-28T10:39:03.781Z