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)

Dear Experts, 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 error. Thank you very much and all the best. Kristoph