I am solving a matrix iteratively and after 2 iteration it becomes ill conditioned. Few of the Eigen values are negative also.I found some methods for ill conditional matrix but they are for symmetrical and positive definite matrix.
Dear Wardah Sarmad!
May be old discussion on that problem will help you:
https://www.researchgate.net/post/How_can_I_solve_an_ill-conditioned_linear_system_of_equations
Dear Konstabtin,
I have seen that link earlier but I noticed all the solutions were for symmetric matrix and also positive definite.
but my matrix is asymmetric and also not positive definite.
I will check it again.
Thank you.
Hello Wardah Sarmad
What do you mean by solving a matrix? Are you inverting a matrix or are you solving a system of linear equations?
Hello Wardah Sarmad
You should solve the matrix equation using Gaussian elimination with full pivoting. ( with the matrix elements in double precision)
A matrix reduction sequence usually becomes ill conditioned when a very small number appears in the pivot element. Pivoting eliminates this problem by searching for the largest matrix entry and using it as the pivot.
I hope you know about this procedure. It is not frequently used because it requires a specially written program that can manage the exchange of columns and rows of a matrix.
Do a google search to see if you can locate such a program online. Otherwise a visit to your University library can locate the program in a handbook of programs.
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