SMath Studio Forum
»
SMath Studio
»
Feature Requests
»
Inversion of rectangular complex valued matrix
 Rank: Newbie
Groups: Registered
Joined: 14/04/2010(UTC) Posts: 6  Location: Germany
|
Hi,
Many thanks to Andrey and the team for SMath Studio. You did a wonderful job.
I would like to add to the box of ideas an additional request. Let me explain the background.
When having mathematical problems which include solving of linear least squares proplems, like y=A*x where A is a complex valued matrix, x and y are complex valued vectors. A and y is known and the objective is to find a solution for x. Normaly the system is overdetermined then A is not a square matrix. The solution normaly given is x=(AT*A)^-1 * AT * y where AT is the complex conjugate of the transpose of A. (AT*A^) is a square matrix and can be inverted. However this solution is known as being sensitive to a bad conditoned matrix A. Unfortunately in practice this is often the case. With e.g. Matlab, there is a function called "pinv", which inverts non square matrices using a singular value decomposition (SVD) to achieve a numerically stable result.
I would think, having the SVD and the pinv could greatly enhance the possibilities of the Smath software in the direction of linear algebra.
Please comment.
|
|
|
|
SMath Studio Forum
»
SMath Studio
»
Feature Requests
»
Inversion of rectangular complex valued matrix
Forum Jump
You cannot post new topics in this forum.
You cannot reply to topics in this forum.
You cannot delete your posts in this forum.
You cannot edit your posts in this forum.
You cannot create polls in this forum.
You cannot vote in polls in this forum.