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Re: Ill-conditioned linear system
- To: mathgroup at smc.vnet.net
- Subject: [mg104328] Re: Ill-conditioned linear system
- From: guerom00 <guerom00 at gmail.com>
- Date: Wed, 28 Oct 2009 04:05:30 -0500 (EST)
- References: <hc6gl0$5r2$1@smc.vnet.net>
For what it's worse, it seems that instead of solving Ax=b, solving
Transpose[A].Ax=Transpose[A]b is more stable numerically=85
Maybe it has to do with the fact that Transpose[A].A has some
properties (symetric and positive definite)
I'll try to explore this lead=85
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