[R] Matrix multiplication precision

[roger koenker]

A good discussion of this is provided by Gill, Murray and Wright
Num Lin Alg and Opt, section 4.7.2.


url:    www.econ.uiuc.edu/~roger            Roger Koenker
email    rkoenker at uiuc.edu            Department of Economics
vox:     217-333-4558                University of Illinois
fax:       217-244-6678                Urbana, IL 61801



On Jul 15, 2009, at 9:27 AM, Steve Lianoglou wrote:

> Hi Douglas,
>
>> And the big lesson, of course, is the first rule of numerical linear
>> algebra., "Just because a formula is written in terms of the inverse
>> of a matrix doesn't mean that is a good way to calculate the result;
>> in fact, it is almost inevitably the worst way of calculating the
>> result".  You only calculate the inverse of a matrix after you have
>> investigated all other possible avenues for calculating the result  
>> and
>> found them to be fruitless.
>
> As a relative noob to the nitty gritty details of numerical linear  
> algebra, could you elaborate on this a bit (even if it's just a link  
> to a book/reference that explains these issues in more detail)?
>
> Where/what else should we be looking to do that would be better? Or  
> are there really no general rules, and the answer just depends on  
> the situation?
>
> Thanks,
>
> -steve
>
> --
> Steve Lianoglou
> Graduate Student: Physiology, Biophysics and Systems Biology
> Weill Medical College of Cornell University
>
> Contact Info: http://cbio.mskcc.org/~lianos/contact
>
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