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Re: ill-conditioned matrix

  • To: mathgroup at smc.vnet.net
  • Subject: [mg43474] Re: ill-conditioned matrix
  • From: "Robert Nowak" <robert.nowak at ims.co.at>
  • Date: Thu, 18 Sep 2003 05:38:37 -0400 (EDT)
  • References: <bk9jvu$2d$1@smc.vnet.net>
  • Sender: owner-wri-mathgroup at wolfram.com

suppose you have the matrix equation below
m.x=b

even if m is singular the following will give a unique  and perhaps
meaningful solution
x=PseudoInverse[m].b

will even work with rectangular (non square) matrices in this case the
solution will be the least square solution to the over / under determined
system (linear least square fit equivalent).

regards robert

"arash yavari" <arashkhan at yahoo.com> wrote in message
news:bk9jvu$2d$1 at smc.vnet.net...
> Hello,
>
> Does anybody know what the best way of multiplying
> ill-conditioned matrices in Mathematica is? I also
> need to solve a linear system with an ill-conditioned
> representing matrix. What is the most efficient and
> accurate way of doing this by Mathematica? Thanks!
>
> Regards,
> Arash
>
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