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When can forward stable algorithms be composed stably?

Abstract: We state some widely satisfied hypotheses, depending only on two functions g and h, under which the composition of a forward stable algorithm for and a forward stable algorithm for h is a forward stable algorithm for the composition g o h. We show that the failure of these conditions can potentially lead to unstable algorithms. Finally, we list a number of examples to illustrate the new concepts and the usability of the results.

 Fuente: IMA Journal of Numerical Analysis, 2024, 44(2), 886 - 919

 Publisher: Oxford University Press

 Publication date: 01/03/2024

 No. of pages: 33

 Publication type: Article

 DOI: 10.1093/imanum/drad026https://doi.org/10.1093/imanum/drad026

 ISSN: 0272-4979,1464-3642

 Publication Url: https://doi.org/10.1093/imanum/drad026

Authorship

NOFERINI, VANNI

VANNIEUWENHOVEN, NICK