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$fl(x)=x(1+\delta)$

The idea that this expression is trying to relay is that the nature of the error in floating-point arithmetic is multiplicative rather than additive (which is the case for fixed-point arithmetic). Thi …
Yuval Filmus's user avatar
1 vote
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Numerical issues in solving linear systems

The $2\times 2$ matrix has determinant close to zero, and so its condition number is very large, causing numerical instability. The explicit solution of your system is $$ x=\frac{a}{a^2-b^2}, y=-\fra …
Yuval Filmus's user avatar
13 votes
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Computing inverse matrix when an element changes

The Sherman-Morrison formula could help: $$ (A + uv^T)^{-1} = A^{-1} - \frac{A^{-1} uv^T A^{-1}}{1 + v^T A^{-1} u}. $$ Let $u = (a'_{ij}-a_{ij}) e_i$ and $v = e_j$, where $e_i$ is the standard basis c …
Yuval Filmus's user avatar