[SciPy-dev] Reliability of results
Nils Wagner
nwagner at mecha.uni-stuttgart.de
Mon Oct 31 07:49:56 CST 2005
Hi all,
We should take care of using linalg.inv blindly (test_inv.py).
So how can we improve the behaviour of linalg.solve, linalg.lu,
linalg.inv etc.
with respect to "nearly" singular matrices (floating point arithmetic) ?
Any pointer would be appreciated.
Is it possibe to add the condition number to the output of linalg.solve,
linalg.inv, ... ?
For example linalg.lstsq returns the singular values.
lstsq(a, b, cond=None, overwrite_a=0, overwrite_b=0)
lstsq(a, b, cond=None, overwrite_a=0, overwrite_b=0) -> x,resids,rank,s
Return least-squares solution of a * x = b.
Inputs:
a -- An M x N matrix.
b -- An M x nrhs matrix or M vector.
cond -- Used to determine effective rank of a.
Outputs:
x -- The solution (N x nrhs matrix) to the minimization problem:
2-norm(| b - a * x |) -> min
resids -- The residual sum-of-squares for the solution matrix x
(only if M>N and rank==N).
rank -- The effective rank of a.
s -- Singular values of a in decreasing order. The condition number
of a is abs(s[0]/s[-1]).
Nils
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