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Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND = 2.202823e-18.

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Rui Mauaie
Rui Mauaie on 13 Nov 2018
Edited: Mojtaba Raheli on 27 Sep 2020
hi guys I need a help I'm using LDA but when I run I got the message aforementioned
S1=cov(d1');
S2=cov(d2');
S3=cov(d3');
%% within-class scatter matrix
Sw=S1+S2+S3;
%% between -class scatter matrix
SB1=n1.* (mu1-mu)*(mu1-mu)';
SB2=n2.* (mu2-mu)*(mu2-mu)';
SB3=n3.* (mu3-mu)*(mu3-mu)';
SB=SB1+SB2+SB3;
%% Computing the LDA projection
W=inv(Sw)*SB;
%% getting the projection vectors
[V,D]=eig(W);

Accepted Answer

Jan
Jan on 13 Nov 2018
The error message is clear. I guess it occurs for this line:
W=inv(Sw)*SB;
This means, that Sw is ill-conditioned, such that there is no inverse of it. This is equivalent to dividing by zero. There is no "help" for this case, but the inputs do not allow this operation.
By the way, use
W=Sw \ SB
instead of the explicit inversion for numerical reasons. See doc inv .
  3 Comments
Bruno Luong
Bruno Luong on 13 Nov 2018
Sw\SB
is based on QR with column permutation, so if you system is ill-conditions, it let some of the components of the unknown W to be 0.
pinv(Sw)*SB
is based on SVD, so it forces the projection of the unknown W to the span of the degenerated singular vectors to be 0.
Generally SVD solution is "better", in the sense that is the smallest vector (in l2 norm) that meets the solution (or minimizes the residual l2 norm), therefore more stable with respect to noise.

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More Answers (1)

Tony Castillo
Tony Castillo on 16 Jan 2020
Hello Guys,
I received this warning in a model made in Simescape Power Systems of Simulink,
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND = 2.051867e-16.
Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND = 2.051867e-16.
May you help me to solve it ?
Thanks in advance.
  2 Comments

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