Description:
Numerical Analysis.
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Numerical derivative of matrix eqn
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A = [1 2; 3 4; 5 6]; b = [1;2;3]; db = [1e-2;1e-2;1e-2]; x = pinv(A)*b; dx = pinv(A)*db; From matrix calculus, I know that dx/db = pinv(A) however the numerical calculation of dx*pinv(db) is: -0.33333 -0.33333 -0.33333 0.33333 0.33333 0.33333 which is not pinv(A). What am doing wrong here :(... more »
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