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I have a system of equations that I am trying to solve. In matrix form, it's written as

$$x(I - S) = b.$$

I am solving for $x$, where $I$ is the identity matrix and $S$ is a matrix where each column sums up to one. $b$ is strictly positive.

Now, unfortunately, the determinant of $I - S$ is very small. Inverting it leads to a matrix that is huge everywhere, and even numpy.linalg.solve comes up with a solution for $x$ that is huge (every element around e+19). What is an alternative way of solving this? The matrix itself is not large, there are around 30-50 elements in $x$.

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    $\begingroup$ I don't know, but maybe some regularization method could be useful. $\endgroup$ – VoB Apr 7 at 13:37
  • $\begingroup$ Usually SVD helps for such situations $\endgroup$ – Maxim Umansky Apr 8 at 18:24
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You cannot solve what has no solutions

That matrix is singular, so the system has either zero or infinite solutions. In the case of your system, I think some Perron-Frobenius theory can be used to prove that there are zero: there is a non-negative vector such that $Sv=v$, hence $0=x(I-S)v=bv > 0$, contradiction. (Those $x$ and $b$ are row vectors, right?)

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  • $\begingroup$ $x$ and $b$ are column vectors $\endgroup$ – FooBar Apr 7 at 14:39
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    $\begingroup$ Note that you can't multiply a column vector $x$ by $(I-S)$. You could write this as $x^{T}(I-S)=b^{T}$ if $x$ and $b$ are to be column vectors. $\endgroup$ – Brian Borchers Apr 7 at 15:38
  • $\begingroup$ Yeah sorry, my bad. I was tired when answering this. For the sake of this system they are row vectors. $\endgroup$ – FooBar Apr 7 at 16:22
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    $\begingroup$ If you change the question I can edit the answer accordingly. Anyway, the algebra is slightly different, but all claims here still hold if $x,b$ are column vectors: your system has no solution. $\endgroup$ – Federico Poloni Apr 7 at 17:15

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