" It always depends on what you want to do with it. If your goal is to show that the problem has a few large and a few small singular vectors, you don't need to know them accurately. If you want to multiply with the matrix, the ill-conditioning is likely also not going to hurt very much. If you want to solve a linear system with it, that might be a different story. "
I do not plan to do anything else than computing (J^t J)^-1 and some matrix multiplications with it. Based on what you said, this should not cause any undue problems, right? Best Simon Am Mo., 17. Okt. 2022 um 15:47 Uhr schrieb Wolfgang Bangerth < bange...@colostate.edu>: > On 10/17/22 00:44, Simon Wiesheier wrote: > > > > I plan to work with the correlation matrix (related to the inverse of > J^t J). > > If J has condition number about 1e13, do you think I can work on J^t J > > without getting into numerical problems? > > It always depends on what you want to do with it. If your goal is to show > that > the problem has a few large and a few small singular vectors, you don't > need > to know them accurately. If you want to multiply with the matrix, the > ill-conditioning is likely also not going to hurt very much. If you want > to > solve a linear system with it, that might be a different story. > > Best > W. > > -- > ------------------------------------------------------------------------ > Wolfgang Bangerth email: bange...@colostate.edu > www: http://www.math.colostate.edu/~bangerth/ > > -- > The deal.II project is located at http://www.dealii.org/ > For mailing list/forum options, see > https://groups.google.com/d/forum/dealii?hl=en > --- > You received this message because you are subscribed to the Google Groups > "deal.II User Group" group. > To unsubscribe from this group and stop receiving emails from it, send an > email to dealii+unsubscr...@googlegroups.com. > To view this discussion on the web visit > https://groups.google.com/d/msgid/dealii/f006a974-f4b7-a829-198b-5e98fe2312cc%40colostate.edu > . > -- The deal.II project is located at http://www.dealii.org/ For mailing list/forum options, see https://groups.google.com/d/forum/dealii?hl=en --- You received this message because you are subscribed to the Google Groups "deal.II User Group" group. To unsubscribe from this group and stop receiving emails from it, send an email to dealii+unsubscr...@googlegroups.com. To view this discussion on the web visit https://groups.google.com/d/msgid/dealii/CAM50jEuAkN20acgdXvnFvpfUJnWEz3qbHtZ4cmMbwuSgjuhs1w%40mail.gmail.com.
