Simplified detection and correction of critical data for ill-conditioned systems
Ill-conditioned systems arising in analysis and optimization can display a high sensitivity to numerical precision for changes and errors in data input. Such data may be in the form of system parameter input or desired system response. The ill-conditioning referred to generally arises from the lack of sufficient independent data to define a complex system or the weak sensitivity of response to source input parameters. It is shown how small errors in data and assumed fixed and known parameters can lead to highly erroneous results in ill-conditioned linear algebraic equations. A simplified detection and correction of critical input data arising in the coefficient matrix and desired response (i.e., right hand side) is proposed.