How can I invert a big matrix e.g. 1000-by-1000

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.

[James Tursa]

What will you do with the inverse downstream in your code? The typical advice is to use backslash instead of inv.

[KSSV]

Why you want to calculate inverse?

[Stephen23]

@Simeon Häbel: I will show you the inverse of your matrix, once you have shown me the inverse of my matrix (complete with "sensible" finite values):

M = [1,0,0;0,1,0;0,0,0]

M = 3×3

1 0 0 0 1 0 0 0 0

inv(M) = ?????

Answer 1

[Christine Tobler]

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.

Answer 2

[Walter Roberson]

The matrix is singular. It is 1025 x 1025 but rank 1018.