Condition number: Difference between revisions

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===For an arbitrary function of one variable===
===For an arbitrary function of one variable===


The condition number for a function <math>f</math> at a point <math>x_0</math> in the interior of its domain can be defined formally as:
The condition number for a function <math>f</math> at a point <math>x_0</math> in the interior of its domain, and where <math>f</math> is a continuous function, can be defined formally as:


<math>\lim \sup_{x \to x_0} \left| \frac{\frac{f(x) - f(x_0)}{f(x_0)}}{\frac{x - x_0}{x_0}} \right|</math>
<math>\lim \sup_{x \to x_0} \left| \frac{\frac{f(x) - f(x_0)}{f(x_0)}}{\frac{x - x_0}{x_0}} \right|</math>

Revision as of 15:00, 1 May 2014

Definition for a function of one variable

For an arbitrary function of one variable

The condition number for a function f at a point x0 in the interior of its domain, and where f is a continuous function, can be defined formally as:

limsupxx0|f(x)f(x0)f(x0)xx0x0|

where || denotes the absolute value.

For a differentiable function of one variable

Consider a function f of one variable. The condition number of f is defined as the absolute value of the relative logarithmic derivative of f. Explicitly, the condition number of f at a point x0 in the domain of f satisfying the conditions that the derivative f(x0) exists, x00, and f(x0)0, simplifies to:

|x0f(x0)f(x0)|

For a function with one-sided derivatives

For a function that is not differentiable but has one-sided derivatives f'(x0) and f'+(x0) at a point x0, the condition number can be defined as:

|x0max{|f'(x0)|,|f'+(x0)|}f(x0)|