[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
tolerance for eigenvalue decomposition
From: |
Heber Farnsworth |
Subject: |
tolerance for eigenvalue decomposition |
Date: |
Mon, 19 May 2003 23:29:11 -0500 |
For obscure reasons I need to do the following
[V Lambda] = eig(Q);
X = V*D*inv(V);
where V has the eigenvectors of Q and Lambda and D are diagonal
matrices. It turns out that D is a smooth function of Lambda. The
problem is that I am trying to choose the elements of Q to maximize a
function of X and I find that this function is not smooth. It looks
smooth until you look very closely (as I have to when checking whether
the function is concave at the optimum. I think what is going on is
that numerical inaccuracies begin to be a problem when you are looking
at small changes.
Is there a way to increase the accuracy of eig, or inv, or both?
Heber
-------------------------------------------------------------
Octave is freely available under the terms of the GNU GPL.
Octave's home on the web: http://www.octave.org
How to fund new projects: http://www.octave.org/funding.html
Subscription information: http://www.octave.org/archive.html
-------------------------------------------------------------
[Prev in Thread] |
Current Thread |
[Next in Thread] |
- tolerance for eigenvalue decomposition,
Heber Farnsworth <=