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How to choose elements of a matrix with internally generated variables and rank them with real coefficients

I have a Code (a long one), part of it is below. The following piece basically multiplies an adjacency matrix with a vector of equilibrium values. Then tries to pick non-zero elements to be used in ...
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0answers
174 views

Treating a bad conditioned covariance matrix

I am trying to detect outliers in a big dataset using the Mahalanobys distance method. To calculate the Mahalanobys distance for a given vector $x$ from a mean vector $\mu$ you have to compute the ...
0
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1answer
992 views

How to get more accurate orthonormal eigenvectors?

I have a matrix M with real entries in MachinePrecision. I compute its eigenvectors and construct matrix ...
2
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1answer
436 views

How to use adaptive precision in matrix computations?

I wish to compute the pseudo inverse of rectangular (or square) matrices by the cubically method of Chebyshev given by $X_{k+1}=X_k(3I-AX_k(3I-AX_k))$ where $X_0=\frac{1}{\|A\|_F^2}A^*$. The procedure ...
0
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1answer
296 views

Finite precision - how to get rid of “near zeros” [duplicate]

I am performing a finite-precision operation on a matrix A which I know precisely; call the result B. The operation is taking ...
1
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1answer
324 views

Why is arithmetic faster for inexact arithmetic?

I have been trying to compute eigenvalues of a rather sizable matrix A, about $500 \times 500$ (but sparse). I asked Mathematica to compute ...