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QRDecomposition outcome from two "almost identical matrices" are different

Posted 1 year ago
POSTED BY: ddtty kuso
3 Replies

The matrix is rank deficient.

Diagonal[SingularValueDecomposition[QRinput][[2]]]

(* Out[27]= {1.81074, 1.01266, 0.853008, 0.141301, 0.} *)

So I'm not very surprised there are different results for the final row of the q matrix.

POSTED BY: Daniel Lichtblau

I would think that the problem comes from the rank of QRinput being deficient. See for instance MatrixRank, SingularValueList, or Eigenvalues[Transpose[QRinput].QRinput]]. Probably most telling is the bottom left entry of $R$ in QRDecomposition[mat] for each of the matrices QRinput, a, and b. The entry is approximately zero, but nonzero, between $10^{-15}$ and $10^{-14}$. The perturbations of this entry in the matrices are of the same order. These perturbations are of a similar absolute magnitude to the perturbations of the matrices themselves. However, since the value are approximately zero, they are large relative ones. I would expect similarly large relative perturbations in the last row of a matrix $Q$ that satisfies $Q^T R = A$.

POSTED BY: Michael Rogers
Posted 1 year ago

The problem is in non stability of QR algorithm.
Here this problem is considered a simple example, maybe it will help you!

POSTED BY: Denis Ivanov
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