Re: Understanding how octave works...

[Paul Kienzle]

I've found QR decomposition to be successful as well.  I haven't
compared it to the results of SVD.

  ## system solution
  [Q,R,P] = qr(X,0);
  p = R\(Q'*b);
  p(P) = p;

See wpolyfit.m in octave-forge.  The function test_wpolyfit has a
number of difficult systems to solve.

Paul Kienzle
address@hidden

On Jan 26, 2004, at 9:27 AM, David Bateman wrote:
> If the matrix is square we call the "solve" routine based on an LU
> decomposition of the matrix (dgetrf and dgetrs). If LAPACK flags the
> result as being doubtful with the info flag then we fall back on
> "lssolve" that uses an SVD (dgelss).
>
> According to Joerg Frochte <address@hidden> (on 01/26/04):
> > The result in octave is quite OK, but the result my own program 
> > computes
> > is very unpleasing.
> >
> > ans = [ -7.12e+11-3.70e-05-6.03e+13 1.82e-03 1.74e+00-1.70e+15 
> > 1.48e-01
> > 2.79e+00 6.10e-02 ]
> >
> > This has something to do with the fact that A is very close to be 
> > singular.
> >
> > octave:21> cond(A)
> > ans =  2.9251e+18
> >
> > Nevertheless, the result of octave is more pleasing.
> > How does octave deal with such a situation?
> > I have the source-code but I am unable to find a point to start my 
> > analysis,
> > because I do not know how octave is designed.
> >
> > Could you tell me how octave works in this situation or give me a 
> > file and
> > line where to start in the octave code?
> >
> > Thanks very much,
> >
> > Joerg Frochte
> >
> >
> >
> >
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> --
> David Bateman                                address@hidden
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-------------------------------------------------------------
Octave is freely available under the terms of the GNU GPL.

Octave's home on the web:  http://www.octave.org
How to fund new projects:  http://www.octave.org/funding.html
Subscription information:  http://www.octave.org/archive.html
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