Why does matrix power give wrong answer?

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Joseph
Joseph 2014-2-26
评论： per isakson 2014-3-1
I am trying to do a MCMC simulation and need to calculate a small frequency event over a long time. To do this I need to raise
A=[1-1.01E-11,1.01E-11,0;1-3.024E-11,0,3.024E-11;0,0,1];
to a large power (10^10). I am particularly interested in the (1,3) element of the result (the probability of transferring between states 1 and 3 after 10 billion iterations). After 10^9 the (1,3) element is 3.05423999691491e-13. However after 10^10 it is -3.05423999991124e-22. Which is impossible because I am multiplying matrices with strictly non-negative values. As a check I tried (A^(10^9))^10, and this gave a (1,3) entry of 3.05423999966373e-12. Doing the calculation (A^(10^10) using repeated squaring and multiplication) in Excel gave 3.05424E-12.
I am using MATLAB 2013b on windows 7 64-bit.
Why does A^(10^10) fail but (A^(10^9))^10 work?
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John D'Errico
John D'Errico 2014-2-26
Time to learn about floating point arithmetic. When your numbers are only held accurately to roughly 16 digits, what do you expect?

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per isakson
per isakson 2014-2-27
编辑：per isakson 2014-2-27
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