W'*X*X'*W or W'*(X*X')*W, which one is more precision

Hi everyone.

When I wrote something like W'*X*X'*W, matlab gives me hint that parenthese X. I did a lot of experiment, when W is a big size matrix and the value of the element in W is small, these two equations give me different results. I'm wondering which one is more precision?

THanks

[Pourya Alinezhad]

i think this is the output power of an adaptive array or a tapped delay line filter or something like that... so you need to calculate p=y*y' so write :

p=(W*X')*(W*X')'

or

k=W*X';
p=k*k';

[Jan]

@zhang: To be exact, both have the same precision, namely double precision. You mean accuracy. The difference is essential.

Answer 1

[Jan]

The gained accuracy depends on the data also. You can check this applying small variations to the input and measure the changes in the output. This determines the sensitivity of the implementation.