Re: Octave QR factorization

[taltman]

On Dec 17, 2003 at 9:53pm, Bart Vandewoestyne wrote:

Bart.V >address@hidden wrote:
Bart.V >So this is what you mean i should use instead of Q*R==A:
Bart.V >
Bart.V >if ( norm(my_Q*my_R-A)/norm(A) < eps )
Bart.V >   fprintf('Our calculations are correct!\n');
Bart.V >else
Bart.V >   fprintf('Our calculations are wrong!\n');
Bart.V >end
Bart.V >
Bart.V >?

Well, in a particular case, this may work. Not always. 

Usually, the '< eps' is written '< tol', where 'tol' is some function
of the dimensions of the matrices involved, their condition number,
their rank, and the eps ( not necessarily all of those, but some ). As
I mentioned before, there's no catch-all way. Every algorithm &
application will have its own desired precision, and is own precision
limitations due to round-off error.

Is there a numerical analyst in the house who can be more precise?

Thanks,

~Tomer



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