How can I invert a big matrix e.g. 1000-by-1000

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Simeon Häbel
Simeon Häbel on 26 Aug 2021
Answered: Walter Roberson on 27 Aug 2021
I wanted to invert a big matrix in Matlab, but the values Matlab calculated with inv() were all nonsensical.
Is there another option to invert a matrix that big. I attached the Matrix that I want to invert.
Would be nice if someone has a solution for that problem.
  3 Comments
Stephen
Stephen on 27 Aug 2021
@Simeon Häbel: I will show you the inverse of your matrix, once you have shown me the inverse of my matrix (complete with "sensible" finite values):
M = [1,0,0;0,1,0;0,0,0]
M = 3×3
1 0 0 0 1 0 0 0 0
inv(M) = ?????

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Answers (2)

Christine Tobler
Christine Tobler on 26 Aug 2021
When running inv on this matrix, there's a warning:
>> M = inv(current_Fit_Mat);
Warning: Matrix is close to singular or badly scaled. Results may be
inaccurate. RCOND = 1.323498e-26.
So there's the problem, the matrix is ill-conditioned and so computing its inverse is an ill-defined problem.

Walter Roberson
Walter Roberson on 27 Aug 2021
The matrix is singular. It is 1025 x 1025 but rank 1018.

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