Inverse, numerical precision, simulation dynamical system
- To: mathgroup at smc.vnet.net
- Subject: [mg77211] Inverse, numerical precision, simulation dynamical system
- From: kristoph <kristophs.post at web.de>
- Date: Tue, 5 Jun 2007 07:01:17 -0400 (EDT)
I am quiet new at the subject and would be grateful for a hint.
I'm simulating a stochastic dynamical system which includes
calculating the inverse of (for now) a 2-by-2 matrix. At each
iteration these values are inputs for the next. Simply using
Inverse[.] does a very poor job considering timing.
To speed up the process I used N[Inverse[.],1000]. It is better but
sometimes even a precision of 1000 is not enough resulting in an
"significant numerical error".
The dynamical system consists of 1000 iterations and I'm simulating it
500-800 times for statistical reasons thus, time is an issue.
Instead of using N[Inverse[.],1250] and so on for all iterations it
would be great if there is a way to speed up time and avoiding the
Thank you very much and all the best.
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