Consequences on a system of ODEs after performing operations

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Discussion Overview

The discussion revolves around the application of Gauss elimination and matrix exponentiation on a system of ordinary differential equations (ODEs). Participants explore the implications of these operations on the resulting matrices and whether they may lead to loss of critical information in the system.

Discussion Character

  • Technical explanation, Debate/contested

Main Points Raised

  • One participant describes deriving a matrix from a system of ODEs and applying Gauss elimination followed by the exponential function, questioning the validity of this approach and its potential to obscure important information.
  • Several participants seek clarification on the initial matrix and the results of the Gauss elimination, requesting specific examples to better understand the process.
  • A participant provides the specific matrices involved in the operations, noting that MATLAB may be rounding small values to zero, which could affect the results.
  • Another participant suggests that the interpretation of the matrix as singular due to numerical errors may lead to misleading results, discussing concepts of algorithmic stability and the relationship between Lie groups and their tangent spaces.
  • One participant expresses a desire to rectify the numerical error encountered in their calculations.

Areas of Agreement / Disagreement

Participants express uncertainty regarding the validity of the operations performed and whether the numerical errors significantly impact the results. There is no consensus on the implications of the findings or the correctness of the approach taken.

Contextual Notes

Participants highlight potential limitations related to numerical accuracy and the interpretation of small values in matrix computations, which may affect the outcomes of the operations performed.

SeM
Hi, I have derived a matrix from a system of ODE, and the matrix looked pretty bad at first. Then recently, I tried the Gauss elimination, followed by the exponential application on the matrix (e^[A]) and after another Gauss elimination, it turned "down" to the Identity matrix. This is awfully simple, and I may wonder if the system at hand is either completely redundant, or if the procedure of using Gauss elimination on a matrix for a system of ODEs, followed by e^A and then another Gauss elimination is a reasonable and valid approach to solve ODE systems, and does not "make critical information of the ODE vanish along the way"?

Thanks!
 
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Not clear what you are doing. What is in the first matrix ? What does Gauss elimination give you when you do that ? Can you give an example ?
 
BvU said:
Not clear what you are doing. What is in the first matrix ? What does Gauss elimination give you when you do that ? Can you give an example ?
The first matrix is:

A = \begin{bmatrix}
1.0545718E-68 & 1.1271866E-(61i) \\
1 & -1\\
\end{bmatrix}

the first operation in gauss elimination with rref[A] in matlab

that gives:

B = \begin{bmatrix}
1 & -1 \\
0 & 0\\
\end{bmatrix}

the exponential of B gives then:

C= \begin{bmatrix}
2.7183 & 0.3679 \\
1.0000 & 1.0000 \\
\end{bmatrix}

finally gauss elim of C with rref[C] gives the identity matrix

Does that make sense? I suspect MATLAB is rounding exponentially small values to 0, and this is not a correct result.Thanks
 
Due to the very small first row, the matrix has been interpreted as ##A=\begin{bmatrix}0&0\\1&-1\end{bmatrix}## by the program, which is a singular matrix. It results in ##\exp(A)=\begin{bmatrix}1&0\\1+e^{-1}&e^{-1}\end{bmatrix}##.

Now that you exchanged the rows of ##A## for whatever reason, you have ##B=\begin{bmatrix}1&-1\\0&0\end{bmatrix}## instead, which leads to ##\exp(B)=\begin{bmatrix}e&e^{-1}\\0&1\end{bmatrix}##, if I made no mistakes by exponentiation.

So what do you want to do or say? As it is a numerical error, which led to that result, almost zero instead of equal to zero, we have algorithmic stability as one topic, or the general case of a Lie Group and its tangent space: ##\mathfrak{g} \stackrel{\exp}{\longrightarrow} G## as another.
 
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Likes   Reactions: SeM
Thanks, I prefer to rectify the numerical error! Cheers
 

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