Preferences

Oh I'm very aware, I'm lumping those all into "tricks used to avoid/work around the numerical issues associated with matrix inversion" for simplicity, because explicit computation of a matrix inverse is one of the classic examples of a numerically unstable task. Hence why a large subfield of applied math can be summarized as "coming up with ways to avoid matrix inversion." PDE solvers like you mention are one of the main applications for that.

Tricks like clever factorization (which a lot of factorization algorithms have their own severe numerical issues e.g. some of the ways to compute QR or SVD), preconditioners, sparse and/or iterative algorithms like GMRES, randomized algorithms (my favorite) etc are all workarounds you wouldn't need if there was a fast and stable way to exactly invert any arbitrary non-singular matrix. Well, you would have less need for, there are other benefits to those methods but improving numerical stability by avoiding inverses is one of the main ones.


This item has no comments currently.