invert nearly singular matrix

조회 수: 4 (최근 30일)
Peter
Peter 2012년 5월 22일
I am trying to solve the poisson equation in cylindrical coordinates using a finite difference which essentially narrows down to Ax = B where A is a finite difference matrix, x and B are column vectors. I am solving for x and unfortunately A is nearly singular. So when I do x = A\B i get inaccurate answers. Is there a way to accurately solve this issue?

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답변 (1개)

Jan
Jan 2012년 5월 22일
Some instable systems caused by nearly singular matrices can be solved sufficiently using quadrupel precision. See INTLAB of Rump, http://www.ti3.tu-harburg.de/rump/Research/topics.php.

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