Sparse Matrices and Machine Precision

Question

Superfish 2012-1-6

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I have a large sparse matrix, K. My problem is that over time some values in K that where once non-zero will change to zero through some matrix calculations. However, due to floating point precision inaccuracies the values don't reach exactly zero. Thus Matlab allows these near zero values to be represented as non-zero values.

Currently my solution is

K(abs(K)<threshold) = 0;

where threshold is some small value. This does help, however this operation is slow and as K is changed by matrix operations often, it needs to be re-run often.

Is there a way to force sparse matrices to see values smaller than a certain threshold as zero? Or is there another solution?

Thanks

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Answer 1

John D'Errico 2012-1-6

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There is no way to do so in the existing sparse form, and you would not want that behavior to exist in many linear algebra operations. As linear algebra goes, it is a rather nonlinear thing.

You can always just store the non-zero elements separately, implicitly building your own sparse form.

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Answer 2

James Tursa 2012-1-6

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If you are really desperate for speed one could write a mex routine to do this operation in-place. My guess is it probably wouldn't take too much time ... but that is just a guess. You would have to manually call this function, however. As John noted, you cannot make MATLAB automatically do this for all of your linear algebra calculations.