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Linear equations with errors

I have a system of $n^2$ homogeneous linear equations in $n^2$ variables. Each equation is sparse and only involves $2n$ variables.

I create a list of equations and use solve(). I only get the "all-zero" solution. This is because of inaccuracies in the equations. I know (from theory) that there is be a nonzero kernel.

So, I'd like to find an approximate solution. That is - a solution of norm 1, which "almost fulfills" the equations. Behind the scenes I probably need the SVD decomposition of the matrix describing the equations (or at least, the input vectors corresponding to the small singular values).

  1. Do I have to create a matrix to represent the equations, or can I use my equations directly?
  2. Can it be a sparse matrix?
  3. Do I have to use an SVD routine, or is there some convenient way to solve my problem directly?
  4. Do you have an example of how to do it?

Linear equations with errors

I have a system of $n^2$ homogeneous linear equations in $n^2$ variables. Each equation is sparse and only involves $2n$ variables.

I create a list of equations and use solve(). I only get the "all-zero" solution. This is because of inaccuracies in the equations. I know (from theory) that there is be a nonzero kernel.

So, I'd like to find an approximate solution. That is - a solution of norm 1, which "almost fulfills" the equations. Behind the scenes I probably need the SVD decomposition of the matrix describing the equations (or at least, the input vectors corresponding to the small singular values).

  1. Do I have to create a matrix to represent the equations, or can I use my equations directly?
  2. Can it be a sparse matrix?
  3. Do I have to use an SVD routine, or is there some convenient way to solve my problem directly?
  4. Do you have an example of how to do it?
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Linear equations with errors

I have a system of $n^2$ homogeneous linear equations in $n^2$ variables. Each equation is sparse and only involves $2n$ variables.

I create a list of equations and use solve(). I only get the "all-zero" solution. This is because of inaccuracies in the equations. I know (from theory) that there is be a nonzero kernel.

So, I'd like to find an approximate solution. That is - a solution of norm 1, which "almost fulfills" the equations. Behind the scenes I probably need the SVD decomposition of the matrix describing the equations (or at least, the input vectors corresponding to the small singular values).

  1. Do I have to create a matrix to represent the equations, or can I use my equations directly?
  2. Can it be a sparse matrix?
  3. Do I have to use an SVD routine, or is there some convenient way to solve my problem directly?
  4. Do you have an example of how to do it?