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Re: Extended precision


From: Arvid Rosén
Subject: Re: Extended precision
Date: Tue, 28 Feb 2006 07:48:40 +0100
User-agent: Thunderbird 1.4 (Windows/20050908)

Andy Adler wrote:
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
Thanks Andy!
I'll bet you are right here. I was just hoping that someone would tell my about the new HYPER-MEGE-PRECISION-flag in octave-2.9 ;-) I guess I'll have to go and find myself a nice textbook (any recommendations?) on the topic and get started fixing the real problem.

/Arvid



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