Singular Matrices: Is the Matlab algorithm for CONDITON NUMBER always stable ?

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Richard Coates
Richard Coates 2019 年 11 月 7 日
コメント済み: John D'Errico 2019 年 11 月 7 日
Their documentation says that their algorithm for determinants can be unstable because of problems with LU factorization.
Their documenatio for cindition number - COND - does not mention stability problems, even though some algorithms use LU factorization I believe.

回答 (1 件)

Richard Brown
Richard Brown 2019 年 11 月 7 日
The algorithm for condition number uses the SVD, not LU factorisation and is perfectly stable.
  1 件のコメント
John D'Errico
John D'Errico 2019 年 11 月 7 日
Yes. As well, there are very few cases where you really want to use det for anything anyway. You certainly never want to use it to determine the singularity of a matrix, despite what they always teach students in class.

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