Zero matrix elements

  • Thread starter Mr Peanut
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  • #1
Mr Peanut
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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?
 

Answers and Replies

  • #2
AlephZero
Science Advisor
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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/
 

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