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Stability and Accuracy


\begin{displaymath}
\left\{\begin{array}{l}
\mbox {Stability: used to categori...
... \mbox {Conditioning: categorizes problems}
\end{array}\right.
\end{displaymath}

Algorithm is stable: small perturbation to input leads to small changes in output backward error analysis $\rightarrow$ stable if the result it produces is the exact solution to a nearby problem.

Accuracy: closeness of computed and true solution.

\begin{displaymath}
\mbox {Stable} \Rightarrow \mbox {Accurate}
\end{displaymath}

Stable $\rightarrow$ output is exact for a nearby problem but solution to nearby problem is not necessarily close to the solution to the original problem UNLESS problem is stable.

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$\therefore$ inaccuracy can result from applying a stable algorithm to an ill-conditioned problem as well as from applying an unstable algorithm to a well-conditioned problem.

$\Box$



Juan Restrepo 2003-04-12