Re: Octave QR factorization

[taltman]

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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