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From: | Bart Vandewoestyne |
Subject: | Re: Octave QR factorization |
Date: | Wed, 17 Dec 2003 14:53:46 -0600 |
User-agent: | Mozilla/5.0 (X11; U; Linux i686; en-US; rv:1.5) Gecko/20031107 Debian/1.5-3 |
address@hidden wrote:
hodela >norm(Q*R - A)/norm(A), which will (typically) be around m*n*1e-15, hodela >where [m,n] = size(A).Yes, this is EXACTLY what I do in my algorithms, where I use iterative improvement techniques. The key thing is that you need to analyze your input matrices, and the iterative calculations that you're applying to them, to come up with a upper-bound for the minimal amount of the tolerance ( the expression you wrote above ) that will be acceptiblysmall.And use: eps to check your install's epsilon, or minimal exact (i.e., full-precision ) representation of the non-zero difference between two values.
So this is what you mean i should use instead of Q*R==A: if ( norm(my_Q*my_R-A)/norm(A) < eps ) fprintf('Our calculations are correct!\n'); else fprintf('Our calculations are wrong!\n'); end ? Regards, Bart -- Bart Vandewoestyne Bart.Vandewoestyne_at_pandora.be Naamsesteenweg 328 bus 201 GSM: +32 (0)478 397 697 B-3001 Heverlee http://osswin.sourceforge.net ---------------------------------------------------------------------- "Theory is the general; experiments are the soldiers." (Leonardo da Vinci) ------------------------------------------------------------- Octave is freely available under the terms of the GNU GPL. Octave's home on the web: http://www.octave.org How to fund new projects: http://www.octave.org/funding.html Subscription information: http://www.octave.org/archive.html -------------------------------------------------------------
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