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Re: Inverse Matrix Function appears a bit wonky


From: Przemek Klosowski
Subject: Re: Inverse Matrix Function appears a bit wonky
Date: Thu, 4 Nov 2004 11:33:04 -0500 (EST)

   Your arbitrary test matrix is ill-conditioned so any attempt to invert
   ...
   accuracy. For another example, try hilb(n) * inv(hilb(n)) for n = 1,
   2, ..., 15. The Hilbert matrix is famously illconditioned for large n.

it is so frequent that it's even funny: people come up with a random
small-dimension matrix, typically made up of smallish integers, and
get a singular one. Does anyone know how dense is the set of singular
matrices in the set of all small-size, small-value matrices? is it
really that dense, or are we having bad luck :)?

       p



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