invert nearly singular matrix
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I am trying to solve the poisson equation in cylindrical coordinates using a finite difference which essentially narrows down to Ax = B where A is a finite difference matrix, x and B are column vectors. I am solving for x and unfortunately A is nearly singular. So when I do x = A\B i get inaccurate answers. Is there a way to accurately solve this issue?
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Jan
on 22 May 2012
Some instable systems caused by nearly singular matrices can be solved sufficiently using quadrupel precision. See INTLAB of Rump, http://www.ti3.tu-harburg.de/rump/Research/topics.php.
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