Linear Algebra: Traffic Problem with Systems of Equations
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Walter Roberson
2019 年 5 月 11 日
rref(A,B) uses B as the tolerence in the calculation. As in two values are to be considered to be the same if the are within B of each other. A typical value there might be something like 20*eps
Consider for example
[1/49*49 3;
2 6]
Examined algebraically this appears to be [1 3; 2 6] which is immediately recognizable as being rank 1 because the second row is 2 * the first row.
However, in the world of floating point numbers, 1/49*49 is not exactly 1: it is about 1.11e-16 less than 1. If you did bitwise comparisons between (1/49*49)*2 and 2, they would not be bit-for-bit equal, and you would decide that the matrix has rank 2. The tolerance parameter is there to permit you to take that kind of floating point round-off into account, so that you do not accidentally consider two values to be different due to floating point round-off when algebraically they should be the same.
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