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Re: Octave QR factorization
From: |
taltman |
Subject: |
Re: Octave QR factorization |
Date: |
Wed, 17 Dec 2003 20:32:52 +0000 (UTC) |
On Dec 17, 2003 at 2:19pm, A S Hodel wrote:
hodela >norm(Q*R - A)/norm(A), which will (typically) be around m*n*1e-15,
hodela >where [m,n] = size(A).
Yes, this is EXACTLY what I do in my algorithms, where I use iterative
improvement techniques. The key thing is that you need to analyze your
input matrices, and the iterative calculations that you're applying to
them, to come up with a upper-bound for the minimal amount of the
tolerance ( the expression you wrote above ) that will be acceptibly
small.
And use:
eps
to check your install's epsilon, or minimal exact (i.e.,
full-precision ) representation of the non-zero difference between two
values.
---
~T
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Re: Octave QR factorization, A S Hodel, 2003/12/17
- Re: Octave QR factorization,
taltman <=