views:

196

answers:

1

I'm attempting to solve a set of equations of the form Ax = 0. A is known 6x6 matrix and I've written the below code using SVD to get the vector x which works to a certain extent. The answer is approximately correct but not good enough to be useful to me, how can I improve the precision of the calculation? Lowering eps below 1.e-4 causes the function to fail.

from numpy.linalg import *
from numpy import *

A = matrix([[0.624010149127497 ,0.020915658603923 ,0.838082638087629 ,62.0778180312547 ,-0.336 ,0],
[0.669649399820597 ,0.344105317421833 ,0.0543868015800246 ,49.0194290212841 ,-0.267 ,0],
[0.473153758252885 ,0.366893577716959 ,0.924972565581684 ,186.071352614705 ,-1 ,0],
[0.0759305208803158 ,0.356365401030535 ,0.126682113674883 ,175.292109352674 ,0 ,-5.201],
[0.91160934274653 ,0.32447818779582 ,0.741382053883291 ,0.11536775372698 ,0 ,-0.034],
[0.480860406786873 ,0.903499596111067 ,0.542581424762866 ,32.782593418975 ,0 ,-1]])

def null(A, eps=1e-3):
  u,s,vh = svd(A,full_matrices=1,compute_uv=1)
  null_space = compress(s <= eps, vh, axis=0)
  return null_space.T

NS = null(A)
print "Null space equals ",NS,"\n"
print dot(A,NS)
+7  A: 

A is full rank --- so x is 0

Since it looks like you need a least-squares solution, i.e. min ||A*x|| s.t. ||x|| = 1, do the SVD such that [U S V] = svd(A) and the last column of V (assuming that the columns are sorted in order of decreasing singular values) is x.

I.e.,

U =

     -0.23024     -0.23241      0.28225     -0.59968     -0.04403     -0.67213
      -0.1818     -0.16426      0.18132      0.39639      0.83929     -0.21343
     -0.69008     -0.59685     -0.18202      0.10908     -0.20664      0.28255
     -0.65033      0.73984    -0.066702     -0.12447     0.088364       0.0442
  -0.00045131    -0.043887      0.71552     -0.32745       0.1436      0.59855
     -0.12164      0.11611       0.5813      0.59046     -0.47173     -0.25029


S =

       269.62            0            0            0            0            0
            0       4.1038            0            0            0            0
            0            0        1.656            0            0            0
            0            0            0       0.6416            0            0
            0            0            0            0      0.49215            0
            0            0            0            0            0   0.00027528


V =

    -0.002597     -0.11341      0.68728     -0.12654      0.70622    0.0050325
   -0.0024567     0.018021       0.4439      0.85217     -0.27644    0.0028357
   -0.0036713      -0.1539      0.55281      -0.4961      -0.6516   0.00013067
      -0.9999    -0.011204   -0.0068651    0.0013713    0.0014128    0.0052698
    0.0030264      0.17515      0.02341    -0.020917   -0.0054032      0.98402
     0.012996     -0.96557     -0.15623      0.10603     0.014754      0.17788

So,

x =

    0.0050325
    0.0028357
   0.00013067
    0.0052698
      0.98402
      0.17788

And, ||A*x|| = 0.00027528 as opposed to your previous solution for x where ||A*x_old|| = 0.079442

Jacob
x=0 is a solution to the problem, but an uninteresting one. The true solution to the problem, arrived at by different means is:[0.880057009282733,0.571293018023548,0.0664250041765576,1,186.758799941964,33.7579819749057]T
Ainsworth
Are you sure? I see some non-zero elements in the result of `A*x` --- `[-0.056356 -0.055643 -7.3896e-013 -0.0043278 0.004483 -2.1316e-014]`
Jacob
Unless of course, you don't want the null space, but the least-squares solution, i.e. `min ||A*x|| s.t. ||x|| = 1`
Jacob
Quite right about the non-zero elements, OpenOffice calc (the other means) was confusing the issue by saying A*x=0 for the x I quoted. Looks like I want the least squares solution.
Ainsworth
I agree with Jacob. A has full rank. The reason that you are getting errors for an eps of 1e-4 is because the smallest singular value of the matrix is 2.75282332e-04. In other words, you need to have singular values that are 0 (within floating point accuracy) to have a null space with vectors other than the zero vector. By the way, Matlab gives `x` as 0 as well.
Justin Peel
Updated with the least-squares solution.
Jacob
Many thanks, just what I was looking for.
Ainsworth