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Re: Inverse Matrix Function appears a bit wonky
From: |
John W. Eaton |
Subject: |
Re: Inverse Matrix Function appears a bit wonky |
Date: |
Thu, 4 Nov 2004 11:41:41 -0500 |
On 4-Nov-2004, David Bateman <address@hidden> wrote:
| According to Robert A. Macy <address@hidden> (on 11/04/04):
| > That's it! simply asking to return the value of rcond
| > allows me to catch a "bad" matrix.
|
| If you are after speed don't just ask for the condition number everytime.
| If you have a good expectation that the matrix isn't singular, not
| calculating the condition number is a speed gain.
The condition number is always calculated by the underlying LAPACK
routines, so I'm not sure that there would be a significant speed
difference.
There were a couple of problems that had been introduced, probably
when changes were made to inv and det to return the condition number.
The critical one was that when deciding whether to print the warning
message, the status returned from the LAPACK routines was checked, but
not the value of rcond. Now rcond is checked (I hope in a way that
will not fail due to any compiler optimization level) so I think the
problem is now fixed in my sources.
Thanks,
jwe
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Re: Inverse Matrix Function appears a bit wonky, Geraint Paul Bevan, 2004/11/03
- Re: Inverse Matrix Function appears a bit wonky, Dmitri A. Sergatskov, 2004/11/03
- Re: Inverse Matrix Function appears a bit wonky, Geraint Paul Bevan, 2004/11/03
- Lapack issues? (Was Re: Inverse Matrix Function appears a bit wonky), Dmitri A. Sergatskov, 2004/11/03
- Re: Lapack issues? (Was Re: Inverse Matrix Function appears a bit wonky), Geraint Paul Bevan, 2004/11/03
- Re: Lapack issues? (Was Re: Inverse Matrix Function appears a bit wonky), Dmitri A. Sergatskov, 2004/11/03
- Re: Lapack issues? (Was Re: Inverse Matrix Function appears a bit wonky), Dmitri A. Sergatskov, 2004/11/04