On local analysis
arXiv:1905.083215 citationsh-index: 36
Originality Synthesis-oriented
AI Analysis
For researchers in numerical analysis and optimization, this provides a theoretical framework for understanding condition numbers in a local context, but the contribution is incremental.
This paper extends smoothed analysis estimates for condition numbers to Gaussian distributions and introduces a notion of local analysis to capture their behavior around a point.
We extend to Gaussian distributions a result providing smoothed analysis estimates for condition numbers given as relativized distances to illposedness. We also introduce a notion of local analysis meant to capture the behavior of these condition numbers around a point.