numpy (matrix solver) - python vs. matlab

[Steven D'Aprano]

On Wed, 02 May 2012 08:00:44 +0200, someone wrote:

> On 05/02/2012 01:05 AM, Paul Rubin wrote:
>> someone<newsboost at gmail.com>  writes:
>>> Actually I know some... I just didn't think so much about, before
>>> writing the question this as I should, I know theres also something
>>> like singular value decomposition that I think can help solve
>>> otherwise illposed problems,
>>
>> You will probably get better advice if you are able to describe what
>> problem (ill-posed or otherwise) you are actually trying to solve.  SVD
> 
> I don't understand what else I should write. I gave the singular matrix
> and that's it.

You can't judge what an acceptable condition number is unless you know 
what your data is.

http://mathworld.wolfram.com/ConditionNumber.html
http://en.wikipedia.org/wiki/Condition_number

If your condition number is ten, then you should expect to lose one digit 
of accuracy in your solution, over and above whatever loss of accuracy 
comes from the numeric algorithm. A condition number of 64 will lose six 
bits, or about 1.8 decimal digits, of accuracy.

If your data starts off with only 1 or 2 digits of accuracy, as in your 
example, then the result is meaningless -- the accuracy will be 2-2 
digits, or 0 -- *no* digits in the answer can be trusted to be accurate.



-- 
Steven