numerical noise with exponential matrix (expm())
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Some one told me that that numerical noise normally exists with the expm() function. The noise value is normally with a magnitude of 10^-19. Is that the truth? If it is, how can I eliminate the noise, as in my calculation the result need to be calculated with some numbers with similar magnitude.
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John D'Errico
il 8 Giu 2014
Modificato: John D'Errico
il 8 Giu 2014
You CANNOT eliminate that noise working in floating point arithmetic. Trying to do the impossible is something only asked of a grad student, but rarely achieved.
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