{
  "aliases": null,
  "backlinks": null,
  "body": "\n## Definition\n\nLet $X$ and $Y$ be normed spaces with [[norms|0V2WP9B1MF]] $\\norm{\\cdot}$, and let $f \\colon X \\to Y$ be a problem.\nLet $x \\in X$ with $x \\ne 0$, and let $\\hat y \\in Y$ be a computed approximation of $y = f(x)$.\n\n1. The *forward error* of $\\hat y$ is $\\norm{\\hat y - y}$, and its relative forward error is $\\norm{\\hat y - y}/\\norm{y}$ when $y \\ne 0$.\n2. The *relative backward error* of $\\hat y$ is\n$$\\eta(\\hat y) = \\inf \\set{ \\frac{\\norm{\\Delta x}}{\\norm{x}} : f(x + \\Delta x) = \\hat y },$$\nwith $\\eta(\\hat y) = \\infty$ when no such $\\Delta x$ exists.\n3. *Backward error analysis* of an algorithm is a bound on $\\eta(\\hat y)$ for its computed outputs $\\hat y$, usually by a modest multiple of the unit roundoff.\n\n## Remarks\n\nExample: in floating-point arithmetic the computed sum is $\\hat s = \\mathrm{fl}(a + b) = (a + b)(1 + \\delta)$ with $\\abs{\\delta} \\le u$.\nIt equals the exact sum of $a(1 + \\delta)$ and $b(1 + \\delta)$.\nSo for the problem $(a, b) \\mapsto a + b$ with the max norm, the relative backward error is at most $u$.\nNon-example: a bound on $\\norm{\\hat y - y}$ alone, with no statement about a perturbed input, is a forward error analysis.\nIf $f$ is differentiable with relative [[condition number|AB3S6MHJ8X]] $\\kappa$ at $x$, then to first order the relative forward error is at most $\\kappa \\, \\eta(\\hat y)$.\nComponentwise backward errors, which bound each $\\abs{\\Delta x_i}/\\abs{x_i}$ separately, are also common.\n",
  "commit": "ff8a40749dc16545e3d2fc637f6b0196e81d0bfa",
  "front": {
    "defines": "CMXHRNWY35",
    "kind": "definition",
    "msc": [
      "65G50",
      "65F35"
    ],
    "name": "Backward error analysis",
    "sources": [
      {
        "url": "https://en.wikipedia.org/wiki/Error_analysis_(mathematics)"
      }
    ],
    "tag": "A2W5SNSC05",
    "uses": [
      "AB3S6MHJ8X",
      "0V2WP9B1MF"
    ]
  },
  "kind": "definition",
  "link": "https://tamnd.github.io/math2/node/A2W5SNSC05/",
  "links": [
    {
      "field": "defines",
      "target": "CMXHRNWY35"
    },
    {
      "field": "uses",
      "target": "AB3S6MHJ8X"
    },
    {
      "field": "uses",
      "target": "0V2WP9B1MF"
    }
  ],
  "markdown": "https://tamnd.github.io/math2/node/A2W5SNSC05.md",
  "msc": [
    "65G50",
    "65F35"
  ],
  "name": "Backward error analysis",
  "prov": null,
  "role": "",
  "source": "https://github.com/tamnd/math2/blob/main/nodes/A2W/A2W5SNSC05.md",
  "status": null,
  "tag": "A2W5SNSC05",
  "uri": "m2://A2W5SNSC05",
  "url": "https://tamnd.github.io/math2/wiki/backward-error-analysis-definition/",
  "writing": {
    "tag": "A2W5SNSC05",
    "kind": "definition",
    "level": "W0",
    "next": [
      {
        "what": "an inventory row",
        "note": "the row of the inventory that the node accounts for",
        "have": 0,
        "want": 1
      },
      {
        "what": "a source with a locator",
        "have": 0,
        "want": 1
      }
    ]
  }
}
