4 ms·
Wait, no, LU decomposition is not stable unless you're doing pivoting. And if you're doing pivoting, then it very much stops looking like an "exact formula", be
by cscheid 13y ago
Wait, no, LU decomposition is not stable unless you're doing pivoting. And if you're doing pivoting, then it very much stops looking like an "exact formula", because it'll get filled up by ifs and variable renamings, etc.
There's plenty of cases in graphics and simulation where solving even a 4x4 matrix needs careful numeric consideration (see this paper about tetrahedral mesh simplification, section III.D, page 7: http://www.sci.utah.edu/~hvo/papers/tetstream.pdf http://www.sci.utah.edu/~hvo/papers/tetstream.pdf)
If you care about accuracy at all, do not use the straightforward "exact formulas" like Cramer's rule. That's just asking for trouble.
And for numerical linear algebra, I'd go start with Strang and chapter 9: http://math.mit.edu/linearalgebra/ http://math.mit.edu/linearalgebra/
- omn123 13y agoYou are quite correct about stability but I didn't want to get into technical details. And indeed you bring up correctly that such numerical issues mustn’t be treated lightly. I don't do computer graphics and the matrices I deal with are well conditioned such that problems of stability that arise due to linear algebra routines are negligible. In my simulations, instability arises due to the wrong time-stepping scheme, which is a completely different issue. And good recommendation by Strang. I believe he has some fantastic MIT OpenCourse lectures on numerical linear algebra as well.