How can I invert a big matrix e.g. 1000-by-1000
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I wanted to invert a big matrix in Matlab, but the values Matlab calculated with inv() were all nonsensical.
Is there another option to invert a matrix that big. I attached the Matrix that I want to invert.
Would be nice if someone has a solution for that problem.
Christine Tobler on 26 Aug 2021
When running inv on this matrix, there's a warning:
>> M = inv(current_Fit_Mat);
Warning: Matrix is close to singular or badly scaled. Results may be
inaccurate. RCOND = 1.323498e-26.
So there's the problem, the matrix is ill-conditioned and so computing its inverse is an ill-defined problem.