Condition number: Difference between revisions

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==Definition==
==Definition for a function of one variable==


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

Revision as of 14:57, 1 May 2014

Definition for a function of one variable

For an arbitrary function of one variable

The condition number for a function at a point in the interior of its domain can be defined formally as:

where denotes the absolute value.

For a differentiable function of one variable

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

For a function with one-sided derivatives

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