For an ill-conditioned triangular matrix $T$, can we give a simple expression for the following
$$(T + \Delta T)^{-1}$$
where $|\Delta T| \leq \epsilon|T|$, $\epsilon \ll 1$.
For an ill-conditioned triangular matrix $T$, can we give a simple expression for the following
$$(T + \Delta T)^{-1}$$
where $|\Delta T| \leq \epsilon|T|$, $\epsilon \ll 1$.
Using Taylor formula, we obtain $(T+\Delta T)^{-1}= T^{-1}-T^{-1}.\Delta T. T^{-1}+O(||\Delta T||^2||T^{-1}||^3)=$
$T^{-1}-T^{-1}.\Delta T. T^{-1}+O(\epsilon ^2.cond^2(T).||T^{-1}||)$.
Then you must choose $\epsilon \ll \dfrac{1}{cond(T)}$.