Hi
I need to inverse a rather large matrix. Using 'inv'
takes much time and I need to speed this up. What I actually have
is the the follwing:
B=V*D*V^{-1}
Where V is an eigenvectors matrix, and D the eigenvalues diagonal matrix,
as
[V,D]=eig(A) % in matlab
matrix inversion in matlab
Started by ●October 12, 2006
Reply by ●October 12, 20062006-10-12
delechelle wrote:> Hi > > I need to inverse a rather large matrix. Using 'inv' > takes much time and I need to speed this up. What I actually have > is the the follwing: > > B=V*D*V^{-1} > > Where V is an eigenvectors matrix, and D the eigenvalues diagonal matrix, > as > > [V,D]=eig(A) % in matlabI don't know if it is faster, but try the syntax described in 'help slash' John
Reply by ●October 13, 20062006-10-13
delechelle skrev:> Hi > > I need to inverse a rather large matrix. Using 'inv' > takes much time and I need to speed this up. What I actually have > is the the follwing: > > B=V*D*V^{-1}What does B look like? If this is what one often occuring situation, inverting V could be a lot cheaper than you could possibly imagine... Rune
Reply by ●October 13, 20062006-10-13
Rune Allnor skrev:> delechelle skrev: > > Hi > > > > I need to inverse a rather large matrix. Using 'inv' > > takes much time and I need to speed this up. What I actually have > > is the the follwing: > > > > B=V*D*V^{-1} > > What does B look like? If this is what one often occuring situation, > inverting V could be a lot cheaper than you could possibly imagine...> > Where V is an eigenvectors matrix, and D the eigenvalues diagonal matrix, > > as> > [V,D]=eig(A) % in matlabSorry. I meant to ask what A looks like. Rune
Reply by ●February 13, 20072007-02-13
> >Rune Allnor skrev: >> delechelle skrev: >> > Hi >> > >> > I need to inverse a rather large matrix. Using 'inv' >> > takes much time and I need to speed this up. What I actually have >> > is the the follwing: >> > >> > B=V*D*V^{-1} >> >> What does B look like? If this is what one often occuring situation, >> inverting V could be a lot cheaper than you could possibly imagine... > >> > Where V is an eigenvectors matrix, and D the eigenvalues diagonalmatrix,>> > as > >> > [V,D]=eig(A) % in matlab > >Sorry. I meant to ask what A looks like. > >Rune > >Hi, A is a pentadiagonal matrix Eric
