[Mplapack-devel] Can I compute eigenvalues of ill-conditioned matrix less than 10^-156 ?
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From: Gang Y. <ee...@gm...> - 2011-09-12 14:35:57
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Dear Folks, Many thanks to Mpack. It is really helpful for computing ill-conditioned problems. Now I have a problem when I calculate the eigenvalues of an extremely ill-conditioned matrix, in a problem of control system research. The matrix is not very large, e.g., 30X30, but extremely ill-conditioned, i.e., having the largest eigenvalue ~10^-2 and the smallest eigenvalue > 10^-156. I found that the eigenvalue programme using GMP or MPFR can only compute eigenvalues <10^-156, or I will get some minus eigenvalues which is not wrong because the matrix is positive-definition. I use a 64-bit notebook. Any suggestions or comments? Thanks in advance. best, gang |