Why is Matlab's inv slow and inaccurate?

matlab linear-algebra numerical-analysis matrix-inverse
simark picture simark · Sep 14, 2009 · Viewed 7.7k times · Source

I read at a few places (in the doc and in this blog post : http://blogs.mathworks.com/loren/2007/05/16/purpose-of-inv/ ) that the use of inv in Matlab is not recommended because it is slow and inaccurate.

I am trying to find the reason of this inaccuracy. As of now, Google did not give m interesting result, so I thought someone here could guide me.

Thanks !

Answer

Loren picture Loren · Sep 14, 2009

The inaccuracy I mentioned is with the method INV, not MATLAB's implementation of it. You should be using QR, LU, or other methods to solve systems of equations since these methods don't typically require squaring the condition number of the system in question. Using inv typically requires an operation that loses accuracy by squaring the condition number of the original system.

--Loren

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