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[Octave-bug-tracker] [bug #31773] numerical instability in the pinv (Moo
From: |
Sven Serneels |
Subject: |
[Octave-bug-tracker] [bug #31773] numerical instability in the pinv (Moore-Penrose inverse) function |
Date: |
Fri, 03 Dec 2010 21:04:32 +0000 |
User-agent: |
Mozilla/5.0 (X11; U; Linux x86_64; nl; rv:1.9.2.12) Gecko/20101026 SUSE/3.6.12-0.7.1 Firefox/3.6.12 |
URL:
<http://savannah.gnu.org/bugs/?31773>
Summary: numerical instability in the pinv (Moore-Penrose
inverse) function
Project: GNU Octave
Submitted by: svens
Submitted on: Fri 03 Dec 2010 09:04:31 PM GMT
Category: Configuration and Build System
Severity: 3 - Normal
Priority: 5 - Normal
Item Group: Incorrect Result
Status: None
Assigned to: None
Originator Name: Sven Serneels
Originator Email:
Open/Closed: Open
Discussion Lock: Any
Release: 3.2.4
Operating System: GNU/Linux
_______________________________________________________
Details:
In the following lines sigmas and sigmac are both singular values of the same
matrix computed by different algorithms. The values these variables return in
the Shell prompt are identical, i.e. for a given data set:
sigmas =
8.6534
sigmac =
8.6534
Using these values in the following lines:
kron(wKs',pinv(sigmac**2*eye(q)-Zs'*Zs)*Zs')
kron(wKs',pinv(sigmas**2*eye(q)-Zs'*Zs)*Zs')
should theoretically yield identical results. Nonetheless the first line
yields values in the order of magnitude 1E-3, whereas the second yields values
in the order of magnitude 1E+12.
Checked several times.
Likely due to numertical instability in the 'pinv' function.
_______________________________________________________
Reply to this item at:
<http://savannah.gnu.org/bugs/?31773>
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- [Octave-bug-tracker] [bug #31773] numerical instability in the pinv (Moore-Penrose inverse) function,
Sven Serneels <=