[Numpy-discussion] Question on LinAlg Inverse Algorithm
Wed Aug 31 03:59:44 CDT 2011
On Tue, 30 Aug 2011 15:48:18 -0700, Mark Janikas wrote:
> Last week I posted a question involving the identification of linear
> dependent columns of a matrix... but now I am finding an interesting
> result based on the linalg.inv() function... sometime I am able to
> invert a matrix that has linear dependent columns and other times I get
> the LinAlgError()... this suggests that there is some kind of random
> component to the INV method. Is this normal?
I suspect that this is a case of floating-point rounding errors.
Floating-point arithmetic is inexact, so even if a certain matrix
is singular in exact arithmetic, for a computer it may still be
invertible (by a given algorithm). This type of things are not
unusual in floating-point computations.
The matrix condition number (`np.linalg.cond`) is a better measure
of whether a matrix is invertible or not.
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