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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
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