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9.2 Ill-conditioning
• Sensitivity to data
k1 k1 u1 P k1u1 k1u 2 P
k or
1 k1 k 2 u 2 0 k1u1 ( k1 k 2 )u 2 o
Ill conditioning
h,rhs]=hilbert(10); sol=(h\rhs')‘
Columns 1 through 9
1.0000 1.0000 1.0000 1.0000 0.9999 1.0003 0.9995 1.0005 0.9997
[h,rhs]=hilbert(12); sol=(h\rhs')'
Warning: Matrix is close to singular or badly scaled
scaled.
Results may be inaccurate. RCOND = 2.458252e-017.
Columns 1 through 9
1.0000 1.0000 0.9999 1.0009 0.9931 1.0300 0.9168 1.1500 0.8246
[h,rhs]=hilbert(13); sol=(h\rhs')'
Warning: Matrix is close to singular or badly scaled.
Results may be inaccurate. RCOND = 1.158544e-019.
Columns 1 through 9
1 0000
1.0000 0
0.9997
9997 1
1.0117
0117 0
0.8071
8071 2
2.7244
7244 -8
8.3249
3249 33
33.4625
4625 -74
74.1604
1604 117
117.9244
9244
Another example
k 1 c 2 k cs u1 P c cos
Where
k cs k 1 s 2 v1 0 i
s sin
• Interpretation
I t t ti as vibration
ib ti frequencies
f i
• Scale the matrix to unit diagonal
Interpretation
• Eigenvalue expansion (Vi, orthonormal eigenvectors)
n n
1
K i 1
iV iV i T
and K 1
i 1 i
V iV i T
Hilbert matrix
[h,rhs]=hilbert(10); error=(h\rhs')'-ones(1,10)
Columns 1 throughg 7
-1.5172e-009 1.3060e-007 -2.7734e-006 2.5151e-005 -1.1972e-004
3.2854e-004 -5.3822e-004
>> cond(h)
1.6025e+013
>> [h,rhs]=hilbert(11);
[h h ] hilb t(11) error=(h\rhs')'-ones(1,11)
(h\ h ')' (1 11)
Columns 1 through 7
-1.0099e-008 1.0692e-006 -2.7992e-005 3.1534e-004 -1.8906e-003
6.6835e-003 -1.4621e-002
>> cond(h)
5.2260e+014