Condition number: Difference between revisions

From Calculus
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<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>


where <math>\| \cdot \|</math> denotes the [[absolute value]].
where <math>| \cdot |</math> denotes the [[absolute value]].


===For a differentiable function of one variable===
===For a differentiable function of one variable===

Revision as of 14:50, 1 May 2014

Definition

For an arbitrary function of one variable

The condition number for a function f at a point x0 in the interior of its domain 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, is defined as:

|x0f(x0)f(x0)|