- Mark as New
- Bookmark
- Subscribe
- Mute
- Subscribe to RSS Feed
- Permalink
- Report Inappropriate Content
I am trying to use a standard IMSL routine LINDS to invert a positive definite matrix,.
I installed the IMSL library based on these instructions.
https://software.intel.com/en-us/articles/installing-and-using-the-imsl-libraries
Then I included the lines
INCLUDE 'link_fnl_shared.h'
use linds_int
in my program, before setting up the matrix to be inverted
The program compiles without error, but when I debug it it, it exits without inverting the matrix. It does not trigger a break point, but it just stops.
Any help will be greatly appreciated. Thank you very much
Link Copied
- « Previous
-
- 1
- 2
- Next »
- Mark as New
- Bookmark
- Subscribe
- Mute
- Subscribe to RSS Feed
- Permalink
- Report Inappropriate Content
I have this comment regarding the first part of the program code in #20.
You compute X = ATA for a matrix A of size 338 X 3 and then find the inverse of X. For the particular matrix that you chose, i.e., aij = floor(i/j), the condition number of A is about 930, and the condition number of X is the square of that, i.e., about 9 X 105. If you calculate X in single precision, that means that only one or two significant digits may be correct.
Two further points to note: in general, it is bad to form the normal matrix X and then work with it. If your ultimate objective is to solve overdetermined linear equations A.x = b, for example, rather than forming X, use the well-known QR decomposition of A. Likewise, it is bad practice to form the inverse matrix explictly if your objective is to solve linear equations. When I say "bad", I mean (i) inefficient and (ii) inaccurate. Any book on numerical analysis and Wikipedia articles can provide you with details on why the "bad" happens.
- Mark as New
- Bookmark
- Subscribe
- Mute
- Subscribe to RSS Feed
- Permalink
- Report Inappropriate Content
Let us stop this string of notes - it is gettting quite long, there are innumerable books, and the solution is well known.
- Subscribe to RSS Feed
- Mark Topic as New
- Mark Topic as Read
- Float this Topic for Current User
- Bookmark
- Subscribe
- Printer Friendly Page
- « Previous
-
- 1
- 2
- Next »