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Zero matrix elements

  1. Aug 29, 2013 #1
    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?
     
  2. jcsd
  3. Aug 29, 2013 #2

    AlephZero

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    Science Advisor
    Homework Helper

    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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