Problem with Singular Matrices

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Jamil Villarreal
Jamil Villarreal on 11 Feb 2016
Commented: Jamil Villarreal on 12 Feb 2016
I am working on a crank-nicolson scheme for solving the Allen-Cahn equation. Below is the code that I have written, but I keep on getting the warning of matrix is singular to working precision. I have also attached the paper scheme on which the code is based on for reference.
Many thanks in advance, any help on getting this program running will be greatly appreciated.
Here is my code:
clear all
epsilon=10^(-3);
xL=-5;xR=-xL;
yD=-5;yU=-yD;
L=xR-xL; %the length of domain
tau=0.02; %time step "k"
h=0.2; %spatial step
%x=(xL+h):h:(xR-h); y=(yD+h):h:(yU-h);
x=xL:h:xR; y=yD:h:yU;
r=tau/h^2;
N=L/h; T=10;
Utemp=zeros(N+1,N+1);
x0=floor((N+1)/2);y0=x0;
for i=1:N+1
for j=1:N+1
if ((i-x0)^2+(j-y0)^2)<=5^2
Utemp(i,j)=1;
end
end
end
%mesh(Utemp)
U=reshape(Utemp',(N+1)^2,1);
%U=sparse(U);
%mesh(U)
%B1=diag((2+4*r)*ones(N-1,1))+diag(-r*ones(N-2,1),1)+diag(-r*ones(N-2,1),-1);
%B2=diag((2-4*r)*ones(N-1,1))+diag( r*ones(N-2,1),1)+diag( r*ones(N-2,1),-1);
K1 = diag([0,-r*ones(1,N-1),0]);
K11 = diag([0,r*ones(1,N-1),0]);
for t=0:tau:T
% for the left parts
A = kron(diag([ones(1,N-1),0],-1),K1) + kron(diag([0,ones(1,N-1)],1),K1);
% for the right parts
A1 = kron(diag([ones(1,N-1),0],-1),K11) + kron(diag([0,ones(1,N-1)],1),K11);
for i=2:N
Ui = Utemp(i,:);
K2 = diag([1,(2+4*r-tau*epsilon^(-2)*(1-Ui(2:N).^2)),1]) + diag([-r*ones(1,N-1),0],-1) + diag([0,-r*ones(1,N-1)],1);
A = A + kron(diag([zeros(1,i-1),1,zeros(1,N+1-i)]),K2);
K22 = diag([1,(2-4*r+tau*epsilon^(-2)*(1-Ui(2:N).^2)),1]) + diag([r*ones(1,N-1),0],-1) + diag([0,r*ones(1,N-1)],1);
A1 = A1 + kron(diag([zeros(1,i-1),1,zeros(1,N+1-i)]),K22);
end
A = kron(diag([1,zeros(1,N-1),1]),eye(N+1));
A1 = kron(diag([1,zeros(1,N-1),1]),eye(N+1));
U=(A\A1)*U;
Utemp=reshape(U,N+1,N+1);
Utemp=Utemp';
pause
mesh(Utemp)
end
%U=reshape(Utemp,N+1,N+1);
mesh(Utemp)
  2 Comments
Walter Roberson
Walter Roberson on 11 Feb 2016
Attachment did not make it.
Jamil Villarreal
Jamil Villarreal on 11 Feb 2016
Attachment should be available now.

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Answers (1)

Walter Roberson
Walter Roberson on 11 Feb 2016
You have
A = kron(diag([1,zeros(1,N-1),1]),eye(N+1));
A1 = kron(diag([1,zeros(1,N-1),1]),eye(N+1));
U=A\A1*U;
Your A and A1 are the same and are rank 2*(N+1) but size (N+1)^2 x (N+1)^2. You then \ those identical low-rank matrices. That is the cause of the singularity warning.
Remember that A\A1*U is (A\A1)*U not A\(A1*U)
If somehow A and A1 were not singular, then because they are identical, A\A1 would be the numeric approximation of the identity matrix.
  3 Comments
Walter Roberson
Walter Roberson on 11 Feb 2016
I am not surprised; if I remember my algebra correctly, matrix multiplication cannot increase the rank.
Jamil Villarreal
Jamil Villarreal on 12 Feb 2016
So you're saying that the size of both A and A1 are causing the singularity, correct? If so, then how could I fix this issue?

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