48/50 Linear System Solver
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01-16-2015, 02:15 PM
Post: #17
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RE: 48/50 Linear System Solver
Ah OK.
Two remarks here: - the condition number of the matrix is 3e15, meaning that very small perturbations in the input lead to huge changes in the calculated solution - exactly what we see here. - And then, to solve Ly = Pb or Uy=x, simply use / instead of INV SWAP *. Faster and more accurate, but of course not in this case. (now you get [-1621.7 -1592.3 4820 ], equally meaningless, but that's what the condition number tells you) Calculating Ax=b with / vs with LU and then manually doing the triangular solves makes a difference: the former uses 15 digits throughout, while the second has the intermediate amounts that make up L and U rounded to 12 digits. And that small difference is enough to completely change the calculated solution. Werner 41CV†,42S,48GX,49G,DM42,DM41X,17BII,15CE,DM15L,12C,16CE |
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