| MATLAB Central > MATLAB Newsreader > factorize singular symmetric matrix |
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Subject: factorize singular symmetric matrix From: Bruno Luong Date: 29 Sep, 2009 11:26:03 Message: 1 of 14 |
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Let A a real symmetric positive - but *not* definite - matrix. |
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Subject: factorize singular symmetric matrix From: Stefano Date: 29 Sep, 2009 15:19:04 Message: 2 of 14 |
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maybe something like this: |
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Subject: factorize singular symmetric matrix From: Bruno Luong Date: 29 Sep, 2009 15:33:03 Message: 3 of 14 |
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"Stefano " <s.mangione@gmail.com> wrote in message <h9t8h8$3tp$1@fred.mathworks.com>... |
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Subject: factorize singular symmetric matrix From: Stefano Date: 29 Sep, 2009 15:50:06 Message: 4 of 14 |
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I assumed that there were no zeros on the diagonal... substitute that line with: |
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Subject: factorize singular symmetric matrix From: Bruno Luong Date: 29 Sep, 2009 16:01:24 Message: 5 of 14 |
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"Stefano " <s.mangione@gmail.com> wrote in message <h9tabe$2e$1@fred.mathworks.com>... |
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Subject: factorize singular symmetric matrix From: Bruno Luong Date: 29 Sep, 2009 16:15:21 Message: 6 of 14 |
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Sorry bad example previously, please use this one: |
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Subject: factorize singular symmetric matrix From: Stefano Date: 29 Sep, 2009 17:40:20 Message: 7 of 14 |
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shame on me, I don't know how to get a good estimate of the rank :( |
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Subject: factorize singular symmetric matrix From: Bruno Luong Date: 29 Sep, 2009 17:54:03 Message: 8 of 14 |
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"Stefano " <s.mangione@gmail.com> wrote in message <h9tgq4$2aa$1@fred.mathworks.com>... |
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Subject: factorize singular symmetric matrix From: Stefano Date: 29 Sep, 2009 18:28:01 Message: 9 of 14 |
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at last, I think I've found a way to get with chol() the same reliability of the rank() function (seems faster, tested with the script at http://tinyurl.com/yevnhmk ): |
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Subject: factorize singular symmetric matrix From: Bruno Luong Date: 29 Sep, 2009 18:39:03 Message: 10 of 14 |
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Stefano, |
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Subject: factorize singular symmetric matrix From: Bruno Luong Date: 29 Sep, 2009 20:06:04 Message: 11 of 14 |
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Stefano, I find this paper where one can find deep discussion about rank estimation based on Cholesky and QR. http://eprints.ma.man.ac.uk/1193/01/covered/MIMS_ep2008_56.pdf |
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Subject: factorize singular symmetric matrix From: Bruno Luong Date: 29 Sep, 2009 20:23:03 Message: 12 of 14 |
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Another interesting paper. |
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Subject: factorize singular symmetric matrix From: Bruno Luong Date: 29 Sep, 2009 23:12:02 Message: 13 of 14 |
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"Bruno Luong" <b.luong@fogale.findmycountry> wrote in message <h9tpbc$7qh$1@fred.mathworks.com>... |
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Subject: factorize singular symmetric matrix From: Stefano Date: 30 Sep, 2009 18:09:03 Message: 14 of 14 |
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Thank you for the links. Still I think that my implementation is as robust as matlab's rank(), while being faster (and applicable only to symmetric hermitian matrices) |
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| Tag Activity for This Thread | ||
|---|---|---|
| Tag | Applied By | Date/Time |
| factorise | Sprinceana | 29 Sep, 2009 08:02:59 |
| singular symetr... | Sprinceana | 29 Sep, 2009 08:02:59 |
| symetric matrix | Sprinceana | 29 Sep, 2009 08:02:59 |
| singular matrix | Sprinceana | 29 Sep, 2009 08:02:59 |
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