TU Berlin

Fachgebiet Algorithmische AlgebraProf. Dr. Martin Lotz

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Ehemalige Mitarbeiter

Prof. Dr. Martin Lotz


Mathematics Institute
Zeeman Building
University of Warwick
Coventry CV4 7AL
United Kingdom
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Publikationen in der Arbeitsgruppe

The probability that a slightly perturbed numerical analysis problem is difficult
Citation key BCL-The-Probability-That-A-Slightly-Perturbed-Numerical-Analysis-Problem-Is-Difficult
Author Peter Bürgisser and Felipe Cucker and Martin Lotz
Pages 1559-1583
Year 2008
Journal Math. Comp.
Volume 77
Note Warning: unfortunately, due to an error in the production of the paper, binomial coefficients have been replaced by fractions at several places in the journal version! For a correct version see arXiv math/0610270
Abstract 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 $ \varepsilon$-tubular neighborhoods around a real algebraic subvariety of a sphere, intersected with a spherical disk of radius σ. Besides 𝜀 and σ, this bound depends only on the dimension of the sphere and on the degree of the defining equations.
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