Ill-conditioned linear system
- To: mathgroup at smc.vnet.net
- Subject: [mg104302] Ill-conditioned linear system
- From: guerom00 <guerom00 at gmail.com>
- Date: Tue, 27 Oct 2009 04:57:13 -0500 (EST)
Hello everyone, I try to solve an ill conditioned linear system to no avail for the moment. When I say ill conditioned, the condition number for my matrix can easily reach 10*^40, 10*^50. I see that Mathematica gives up and gives me rubbish around a condition number of 10*^20. I tried all sorts of preconditioner but nothing works. I also tried all sorts of options to the LinearSolve[] fucntion. If my linear system is Ax=b, my matrix A is of the form (MatrixExp [M] . C). The matrix C is well conditioned. But the eigenvalues of the matrix M can easily spread from minus a few hundred to plus a few hundred. Taking the exponential is then dramatic... Any ideas would be much appreciated. TIA