[Haskell-cafe] BLAS Solve Example
Dan Weston
westondan at imageworks.com
Wed Jul 23 18:30:16 EDT 2008
A jedi master might stick with the existing double precision solver,
then convert the results to best rational approximation [1], then do a
forward solve on the rational versions of matrices, adjusting numerator
and denominator to eliminate the residual error (with a heuristic to
favor common factors). If you are very lucky, such a rational number
will exist, depending on your limits of humongous.
[1] e.g. http://www.dtashley.com/howtos/2007/01/best_rational_approximation/
Darrin Thompson wrote:
> On Wed, Jul 23, 2008 at 2:12 AM, Alberto Ruiz <aruiz at um.es> wrote:
>> $ ghci solve.hs
>> *Main> sol
>> 3 |> [-5.555555555555511e-2,0.11111111111111113,0.2777777777777776]
>>
>
> I was hoping for rational solutions. If I were a true jedi master I'd
> write my own solver, which might be the right thing to do. All I know
> so far is gauss' method. Probably I'd learn something implementing the
> back substitution. hmm....
>
> Thanks.
>
> --
> Darrin
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