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SVD problem.?bug
02-04-2018, 06:49 AM (This post was last modified: 02-04-2018 07:11 AM by parisse.)
Post: #8
RE: SVD problem.?bug
Same condition number since it will diagonalize R^t R=A^t A, and cond(R^t R)=cond(A)^2 (for the Euclidean norm). This means that if say cond(R)=100, you could expect to loose 2 digits with a state of the art SVD and 4 with the quick and dirty method.
Fortunately the situation is not always that bad. I tried with hilbert(6), despite a high condition number 1.5e7, the SVD is accurate.
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Messages In This Thread
SVD problem.?bug - toshk - 01-26-2018, 10:18 AM
RE: SVD problem.?bug - parisse - 01-26-2018, 04:53 PM
RE: SVD problem.?bug - toshk - 01-29-2018, 08:43 PM
RE: SVD problem.?bug - Han - 01-30-2018, 06:17 PM
RE: SVD problem.?bug - mark4flies - 02-03-2018, 05:47 PM
RE: SVD problem.?bug - parisse - 02-03-2018, 07:05 PM
RE: SVD problem.?bug - toshk - 02-03-2018, 09:20 PM
RE: SVD problem.?bug - parisse - 02-04-2018 06:49 AM
RE: SVD problem.?bug - mark4flies - 02-04-2018, 01:36 PM
RE: SVD problem.?bug - compsystems - 02-04-2018, 03:38 PM



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