New answers tagged numerics
4
votes
condition number of 8e11 on a double type 3000 by 3000 matrix
While, strictly speaking, @oscarsmith's answer is correct, in practice a condition number of $8\cdot 10^{11}$ in double precision means that it is infinite -- that is, that your matrix has an ...
- 56.2k
5
votes
Fast algorithm to obtain an orthogonal vector to a set of vectors
The normal approach for orthogonalization in Krylov methods is to use Gram-Schmidt orthogonalization. Any good textbook discussing Krylov methods should cover Gram-Schmidt. (Yousef Saad's "...
- 988
5
votes
Accepted
condition number of 8e11 on a double type 3000 by 3000 matrix
64 bit floats (doubles) have 53 bits of precision (approximately 16 digits). One piece of good news for you is that the condition number of B doesn't matter since ...
- 597
3
votes
Eigenvalue algorithms for small matrices
For non-symmetric matrices, you won't beat the QR algorithm. It is very robust and reasonably fast. That being said, there are significant gains to be made in the implementation side.
LAPACK is ...
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