solvers for ill conditioned matrices
Our chemistry master matrix is ill-conditioned, according to Robin's analysis. Here are some packages that might help, according to ChatGPT:
Yes, there are several high-quality open-source linear algebra libraries capable of handling ill-conditioned matrices, depending on your needs (language, problem size, matrix type). Here are some widely used ones with robust features:
Eigen Language: C++ Use: General-purpose linear algebra; includes dense matrix decompositions (e.g., QR, SVD). Handles ill-conditioning? Yes, especially via JacobiSVD, CompleteOrthogonalDecomposition.
Tips for Solving Ill-Conditioned Matrices
Use SVD: It’s numerically stable and provides a way to regularize or truncate small singular values.
Use QR with column pivoting (dgeqp3 in LAPACK).
Use Tikhonov regularization (also known as ridge regression).
Preconditioning is essential in iterative methods like CG or GMRES.
Recommendations by Language Language Recommended Library
Python scipy.linalg with svd, pinv, or lstsq
C++ Eigen or LAPACK++
C LAPACK or UMFPACK
Mixed HPC PETSc or Trilinos