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j7f3 | 3 years ago

in numerical analysis 101 you learn not to use algorithms that don't have certain properties and numerical stability is one of them

what good will it do to compute something if its error is unbound?

the issue of the accumulation of roundoff errors is generally speaking unavoidable when it's linear but fortunately they tend to be small

discuss

order

bjourne|3 years ago

"A considerable group of numerical analysts still believes in the folk “theorem” that fast MM is always numerical unstable, but in actual tests loss of accuracy in fast MM algorithms was limited, and formal proofs of quite reasonable numerical stability of all known fast MM algorithms is available (see [23], [90], [91], [62], and [61])." https://arxiv.org/abs/1804.04102