From help-octave-request at bevo dot che dot wisc dot edu Wed Dec 17 14:56:02 2003
Subject: Re: Octave QR factorization
From: Bart Vandewoestyne <Bart dot Vandewoestyne at pandora dot be>
To: taltman at lbl dot gov
Cc: A S Hodel <hodelas at eng dot auburn dot edu>, help-octave@bevo.che.wisc.edu
Date: Wed, 17 Dec 2003 14:53:46 -0600

taltman at lbl dot gov wrote:
> 
> hodela >norm(Q*R - A)/norm(A), which will (typically) be around m*n*1e-15, 
> hodela >where [m,n] = size(A).
> 
> Yes, this is EXACTLY what I do in my algorithms, where I use iterative
> improvement techniques. The key thing is that you need to analyze your
> input matrices, and the iterative calculations that you're applying to
> them, to come up with a upper-bound for the minimal amount of the
> tolerance ( the expression you wrote above ) that will be acceptibly
> small. 
> 
> And use:
> 
> eps
> 
> to check your install's epsilon, or minimal exact (i.e.,
> full-precision ) representation of the non-zero difference between two
> values.

So this is what you mean i should use instead of Q*R==A:

if ( norm(my_Q*my_R-A)/norm(A) < eps )
   fprintf('Our calculations are correct!\n');
else
   fprintf('Our calculations are wrong!\n');
end

?

Regards,
Bart

-- 
Bart Vandewoestyne		      Bart.Vandewoestyne_at_pandora.be
Naamsesteenweg 328 bus 201		       GSM: +32 (0)478 397 697
B-3001 Heverlee				 http://osswin.sourceforge.net
----------------------------------------------------------------------
"Theory is the general; experiments are the soldiers." (Leonardo da Vinci)



-------------------------------------------------------------
Octave is freely available under the terms of the GNU GPL.

Octave's home on the web:  http://www.octave.org
How to fund new projects:  http://www.octave.org/funding.html
Subscription information:  http://www.octave.org/archive.html
-------------------------------------------------------------