Re: QR vs LU factorisation

[Vic Norton]

On Jun 30, 2008, at 5:16 PM, Jaroslav Hajek wrote:

> > SVD is the best solution in this case. For example, to
> > invert a matrix A choose an svd "precision", say
> >
> >    svdcut = 1e-12;
> >
> > Then do
> >
> >    [U S V] = svd(A, 1);
> >    sig = diag(S);
> >    rnk = 0;
> >    for i = 1 : length(sig)
> >       if sig(i)/sig(1) < svdcut; break; endif
> >       rnk++;
> >    endfor
> >    Ainv = ( V(:, 1:rnk) * diag(1 ./ sig(1:rnk)) ) * U(:, 1:rnk)';
> >
> > to get the (pseudo)inverse of A.
>
>
> or just use "pinv".

What is the "precision" of "pinv"? If your data only is accurate to 6  
digits, why try for anything more accurate than svdcut = 1e-7 would  
produce? Any additional "accuracy" is pure noise.

Regards,

Vic