Filter Near-Zero Matrix Elements: Reasonable?

In summary, a "near-zero" matrix element is an element in a matrix with a value close to zero, but not exactly zero. It is important to filter out these elements as they can affect calculations and introduce inaccuracies. The threshold for what is considered "near-zero" can vary and can be determined by looking at the range of values in the matrix. Techniques for filtering near-zero elements include setting a threshold value, using statistical methods, or applying smoothing techniques. However, filtering can potentially remove important data or introduce biases, so careful consideration is necessary.
  • #1
Mr Peanut
30
0
Given A(m,n), eps = Machine Epsilon, fNorm = FrobeniusNorm(A), p >= 1

To filter noise near zero created by floating point error:

if (|Aij| < fNorm * eps *p)
Aij =0
end if

Seem reasonable?
 
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  • #2
it's not reasonable, unless you know something more about where the "floating point errors" came from.

In some circumstances a matrix like ##\begin{pmatrix}10^{100} & 10^{-100} \\ 0 & 2 \times 10^{100} \end{pmatrix}## may be perfectly "well behaved", and the small off-diagonal term might be important.

A good (advanced) reference is some of the papers in http://www.netlib.org/lapack/lawns/
 

1. What is a "near-zero" matrix element?

A near-zero matrix element is an element in a matrix that has a value very close to zero, but is not exactly zero. This can occur due to rounding errors or imprecision in the data.

2. Why is it important to filter out near-zero matrix elements?

Filtering out near-zero matrix elements is important because they can skew the results of calculations or analyses. They can also introduce noise or inaccuracies in the data.

3. How do you determine what is considered "near-zero" for a matrix element?

The threshold for what is considered "near-zero" can vary depending on the context and the specific matrix being analyzed. It can be determined by looking at the range of values in the matrix and considering what values are close to zero compared to the others.

4. What are some techniques for filtering near-zero matrix elements?

There are various techniques that can be used to filter near-zero matrix elements, such as setting a threshold value and replacing all elements below that threshold with zero, using statistical methods to identify outliers, or applying smoothing techniques to reduce noise in the data.

5. Are there any potential drawbacks to filtering near-zero matrix elements?

Filtering near-zero matrix elements can potentially remove important data or introduce biases in the analysis. It is important to carefully consider the impact of filtering and choose an appropriate approach based on the specific context and goals of the analysis.

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