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| rmatrixsolve problem? http://forum.alglib.net/viewtopic.php?f=2&t=878 |
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| Author: | Rene Grothmann [ Sun Jul 07, 2013 10:09 am ] |
| Post subject: | rmatrixsolve problem? |
Could be my fault, but it seems that rmatrixsolve is not detecting a singular matrix for A = [1,2,3;4,5,6;7,8,9] The info value is always 1. However, the condition number is 0. Is this the way, it should be? |
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| Author: | Sergey.Bochkanov [ Mon Jul 08, 2013 10:10 am ] |
| Post subject: | Re: rmatrixsolve problem? |
Hello! There is a minor error in the documentation. X always contains solution, even when matrix is degenerate. This function finds solution in the least squares sense. The only situation when it can fail is when underlying SVD algorithm fails (possible, but very unlikely). This error in the docs will be fixed in the next release, we added it to issues tracker. |
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