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[Octave-bug-tracker] [bug #49904] Inversion of a Hermitian matrix produc
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From: |
Mike Miller |
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Subject: |
[Octave-bug-tracker] [bug #49904] Inversion of a Hermitian matrix produces incorrect result |
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Date: |
Wed, 21 Dec 2016 18:30:21 +0000 (UTC) |
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User-agent: |
Mozilla/5.0 (X11; Linux x86_64; rv:50.0) Gecko/20100101 Firefox/50.0 |
Update of bug #49904 (project octave):
Status: None => Need Info
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Follow-up Comment #1:
The matrix Rxx is Hermitian, but is also ill-conditioned. The condition number
is on the order of 10^4, so large numerical errors in calculating its inverse
are to be expected.
>> ishermitian (Rxx)
ans = 1
>> cond (Rxx)
ans = 5.7645e+04
>> [a, rcond] = inv (Rxx);
>> rcond
rcond = 1.3312e-05
>> ishermitian (a)
ans = 0
>> issymmetric (a)
ans = 1
>> abs (a - a')
ans =
0.0000e+00 1.0311e+04 2.7486e+03 1.2766e+04
1.0311e+04 0.0000e+00 3.0326e+03 1.0253e+04
2.7486e+03 3.0326e+03 0.0000e+00 6.4877e+03
1.2766e+04 1.0253e+04 6.4877e+03 0.0000e+00
Do you expect this to behave differently? Does Matlab behave differently?
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