[Numpy-discussion] Question on LinAlg Inverse Algorithm

[Pauli Virtanen]

On Tue, 30 Aug 2011 15:48:18 -0700, Mark Janikas wrote:
> Last week I posted a question involving the identification of linear
> dependent columns of a matrix... but now I am finding an interesting
> result based on the linalg.inv() function... sometime I am able to
> invert a matrix that has linear dependent columns and other times I get
> the LinAlgError()... this suggests that there is some kind of random
> component to the INV method.  Is this normal?

I suspect that this is a case of floating-point rounding errors.
Floating-point arithmetic is inexact, so even if a certain matrix
is singular in exact arithmetic, for a computer it may still be
invertible (by a given algorithm). This type of things are not
unusual in floating-point computations.

The matrix condition number (`np.linalg.cond`) is a better measure
of whether a matrix is invertible or not.

-- 
Pauli Virtanen