Re: Matrix Inversion
- To: mathgroup at smc.vnet.net
- Subject: [mg48039] Re: Matrix Inversion
- From: Thomas E Burton <tburton at brahea.com>
- Date: Sat, 8 May 2004 01:23:43 -0400 (EDT)
- Sender: owner-wri-mathgroup at wolfram.com
Gregor,
If your matrix were badly conditioned, another system would probably
also have trouble. Often the matrix merely needs rescaling. I use the
following:
scaledInverse[m_?MatrixQ] :=
With[{scale = MapIndexed[If[#2[[1]] == #2[[2]], 1/Sqrt[#1], 0] & , m,
{2}]},
scale . Inverse[scale . m . scale] . scale
]
Tom Burton