Questions tagged [conditioning]

The central difference scheme: $$\frac{d^2u}{dx^2}=\frac{u_{n+1}-2u_i + u_{n-1}}{\Delta x^2}$$ yields a tridiagonal coefficient matrix [1 -2 1]; As the number of points gets larger, this matrix becomes ill-conditioned. Yet this is a popular…

I have a set of equations of the form: $$\begin{align*} x_1&=(ax_0+c) \bmod (m)\\ x_2&=(ax_1+c) \bmod (m)\\ x_3&=(ax_2+c) \bmod (m)\\ &\vdots\\ x_{n}&=(ax_{n-1}+c) \bmod (m) \end{align*}$$ I want to compute the sensitivity indices of each equation…