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Re: Extended precision


From: Andy Adler
Subject: Re: Extended precision
Date: Mon, 27 Feb 2006 17:26:28 -0500 (EST)

On Mon, 27 Feb 2006, Arvid Rosén wrote:

> Hi!
> I am frequently working with ill-conditioned state-space systems, and
> the matrix calculations often lead to problems. Are there any ways to
> get increasted or extended precision in Octave? 128-bit doubles or more
> would probably help alot in this case.

I work with ill-conditioned systems for much of my research.
and I would tend to be very suspicious of a statement like that.

If the underlying problem is ill-conditioned then needing 128-bit
doubles is probably avoiding the real issue, as an algorithm which
is sensitive to rounding in this way has probably diverged long ago.

I would look into regularization techniques to improve the
conditioning of the algorithms.

--
Andy Adler <address@hidden> 1(613)562-5800x6218




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