Re: Octave QR factorization

[A S Hodel]

When in doubt, consult Golub and Van Loan, MATRIX COMPUTATIONS, 
Johns-Hopkins University Press.
I think it's in its 3rd edition, and can  be purchased in paperback or 
hardcover form.

I've met both of the authors.  Besides being very smart, they're also 
great people.

On Wednesday, December 17, 2003, at 03:00 PM, address@hidden wrote:

> On Dec 17, 2003 at 9:53pm, Bart Vandewoestyne wrote:
>
> Bart.V >address@hidden wrote:
> Bart.V >So this is what you mean i should use instead of Q*R==A:
> Bart.V >
> Bart.V >if ( norm(my_Q*my_R-A)/norm(A) < eps )
> Bart.V >   fprintf('Our calculations are correct!\n');
> Bart.V >else
> Bart.V >   fprintf('Our calculations are wrong!\n');
> Bart.V >end
> Bart.V >
> Bart.V >?
>
> Well, in a particular case, this may work. Not always.
>
> Usually, the '< eps' is written '< tol', where 'tol' is some function
> of the dimensions of the matrices involved, their condition number,
> their rank, and the eps ( not necessarily all of those, but some ). As
> I mentioned before, there's no catch-all way. Every algorithm &
> application will have its own desired precision, and is own precision
> limitations due to round-off error.
>
> Is there a numerical analyst in the house who can be more precise?
>
> Thanks,
>
> ~Tomer



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