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Strassen algorithm
Ramine
10/30/2014 4:21:00 PM
Hello,
I am using the Strassen algorithm for matrix multiplication inside my
multiple linear regression solver, so what about its numerical stability ?
Read this:
"We begin by discussing Strassen-like algorithms, based on recursive
partitioning of matrices into the same number of blocks. We prove that
all such algorithms are stable"
Read the following paper:
http://www.cs.cornell.edu/~rdk/papers/...
Thank you,
Amine Moulay Ramdane.
1 Answer
Ramine
10/30/2014 5:29:00 PM
0
Hello,
I am also using LU factorization to compute the inverse matrix inside my
multiple linear regression solver, so what about its numerical stability ?
Read this:
"The LU factorization is numerically stable in practice, and produces a
reasonable growth factor."
Read here on 3.1:
http://www.netlib.org/lapack/lawnspdf/l...
Amine Moulay Ramdane.
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