What do the capacitors at both ends of the three-terminal regulator do, and how should the capacitance size be calculated?

The capacitor at both ends of the three-terminal voltage regulator is used to filter, the choice of capacitor size depends on the input and output voltage of the front and back stages to choose, the capacitor can be selected slightly larger than the voltage value to filter, such as the input 12v can choose 15v electrolytic capacitor.