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Re: Ill-conditioned linear system

  • To: mathgroup at smc.vnet.net
  • Subject: [mg104344] Re: Ill-conditioned linear system
  • From: Roman <rschmied at gmail.com>
  • Date: Wed, 28 Oct 2009 04:08:41 -0500 (EST)
  • References: <hc6gl0$5r2$1@smc.vnet.net>

Hi,
I would simply re-formulate your problem
     MatrixExp[M] . C . x = b
into
     C . x = MatrixExp[-M] . b
which, as you say, is well-conditioned:
     x = LinearSolve[C, MatrixExp[-M].b]
Roman.


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