From: Michael A. K. <ma...@ll...> - 2002-11-22 13:36:39
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Tunc, > When M<N, should the matrix have rank=M or does it > not matter? 1. Good question. The answer is, PINV as written will fail or produce a numerically unstable result due to taking the reciprocal of a very small singular value. 2. The solution is straight forward, let all singular values < MACH-TOL equal zero. ==> rank(A) = r <= min(M,N). And use just those r elements to form PINV. 3. I have an all day meeting today, but will make these changes in the next couple of days. ....BTW what is the name of the "*MACH" in the matlisp core.... more later mike |