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Federico Poloni
Federico Poloni
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In numerical analysis lingo, you are more or less asking if matrix multiplication is backward stable. The answer seems to be no: see Section 3.5 of Higham, Accuracy and stability of numerical algorithms. I am unable to locate an explicit counterexample quickly, though.

In numerical analysis lingo, you are asking if matrix multiplication is backward stable. The answer seems to be no: see Section 3.5 of Higham, Accuracy and stability of numerical algorithms. I am unable to locate an explicit counterexample quickly, though.

In numerical analysis lingo, you are more or less asking if matrix multiplication is backward stable. The answer seems to be no: see Section 3.5 of Higham, Accuracy and stability of numerical algorithms. I am unable to locate an explicit counterexample quickly, though.

Source Link
Federico Poloni
Federico Poloni
  • 20.2k
  • 2
  • 82
  • 120

In numerical analysis lingo, you are asking if matrix multiplication is backward stable. The answer seems to be no: see Section 3.5 of Higham, Accuracy and stability of numerical algorithms. I am unable to locate an explicit counterexample quickly, though.