MATLAB浮点精度 [英] MATLAB float accuracy

问题描述

我想检查QR算法的数值稳定性，为此，我需要创建如下矩阵:

I want to check numerical stability of QR algorithm, for this i need to create matrix like this:

 S = diag(2.^(-1:-1:-80));

但是它的排名是46，我认为是因为缺乏准确性.但是在我正在读的书中，它是完整排名的矩阵.如何提高计算的准确性?

But it has rank 46, i think it is because of lack of accuracy. But in the book i'm reading it is full ranked matrix. How can i increase accuracy of computations?

推荐答案

您可以使用 vpa (可变精度算术):

You can use vpa (variable precision ariuthmetic):

>> S = diag(2.^vpa((-1:-1:-80)), 100); %// 100 here is number of precision digits
>> rank(S)
ans =
    80

请注意，结果的类型为sym.如有必要，转换为double:

Note that the result is of type sym. Convert to double if needed:

>> double(rank(S))
ans =
    80

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