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RE: inverse& transpose

From: Ted Harding
Subject: RE: inverse& transpose
Date: Thu, 12 Jul 2001 20:03:46 +0100 (BST)

On 12-Jul-01 address@hidden wrote:
> why are
> inv(H') and inv(H)' 
> not the same with octave for win?

How big are the differences? If they're of the order
of 1e-15 or so, then that's normal, as a result of the
way the inversion algorithm works (rounding errors),
owing (at least) to the different orders in which the
numbers are brought in to the calculation in the two cases.

In fact, supposing you followed the numbers "symbolically"
through the algorithms as actually carried out, the two
cases would probably not even be algebraically identical.

However, differences much greater than order of 1e-15 would
not be normal, except for near-singular matrices (where
anything could happen).


E-Mail: (Ted Harding) <address@hidden>
Fax-to-email: +44 (0)870 167 1972
Date: 12-Jul-01                                       Time: 20:03:46
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