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.