invert nearly singular matrix

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Peter
Peter el 22 de Mayo de 2012
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?

Respuestas (1)

Jan
Jan el 22 de Mayo de 2012
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.

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