invert nearly singular matrix

I am trying to solve the poisson equation in cylindrical coordinates using a finite difference which essentially narrows down to Ax = B where A is a finite difference matrix, x and B are column vectors. I am solving for x and unfortunately A is nearly singular. So when I do x = A\B i get inaccurate answers. Is there a way to accurately solve this issue?

Risposte (1)

Jan
Jan il 22 Mag 2012

0 voti

Some instable systems caused by nearly singular matrices can be solved sufficiently using quadrupel precision. See INTLAB of Rump, http://www.ti3.tu-harburg.de/rump/Research/topics.php.

Categorie

Scopri di più su Mathematics in Centro assistenza e File Exchange

Richiesto:

il 22 Mag 2012

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by