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[?] Invert a matrix and then get an approximation using Neumann Series?

Posted 7 years ago

Hi,

Below is a simple snippet of code performing the inverse of matrix I-M, and then an approximation using Neumann Series.

Despite the fact that all eigenvalues of M are in the unit circle, I can't get it to match past the second decimal, independently of the number of terms I add.

My guess is the calculation precision is insufficient? Any ideas how to solve this?

Thanks!

Mathematica Output

POSTED BY: Pedro Gardete
2 Replies
Posted 7 years ago

Genius! Thanks, Pedro

POSTED BY: Pedro Gardete

I think you need MatrixPower rather than the regular Power... I would try it out if you would have posted your code as text...

POSTED BY: Sander Huisman
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