Condition number: Difference between revisions
No edit summary |
|||
| Line 1: | Line 1: | ||
==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: