Very high inaccuray when calculating inverse of matrix using gauss elimination

Question

I am working on a c++ codebase right now which uses a matrix library to calculate various things. One of those things is calculating the inverse of a matrix. It uses gauss elimation to achieve that. But the result is very inaccurate. So much so that multiplying the inverse matrix with the original matrix isn't even close the the identity matrix.

Here is the code that is used to calculate the inverse, the matrix is templated on a numerical type and the rows and columns:

/// \brief Take the inverse of the matrix.
/// \return A new matrix which is the inverse of the current one.
matrix<T, M, M> inverse() const
{
    static_assert(M == N, "Inverse matrix is only defined for square matrices.");

    // augmented the current matrix with the identiy matrix.
    auto augmented = this->augment(matrix<T, M, M>::get_identity());

    for (std::size_t i = 0; i < M; i++)
    {
        // divide the current row by the diagonal element.
        auto divisor = augmented[i][i];
        for (std::size_t j = 0; j < 2 * M; j++)
        {
            augmented[i][j] /= divisor;
        }

        // For each element in the column of the diagonal element that is currently selected
        // set all element in that column to 0 except the diagonal element by using the currently selected row diagonal element.

        for (std::size_t j = 0; j < M; j++)
        {
            if (i == j)
            {
                continue;
            }

            auto multiplier = augmented[j][i];
            for (std::size_t k = 0; k < 2 * M; k++)
            {
                augmented[j][k] -= multiplier * augmented[i][k];
            }
        }
    }

    // Slice of the the new identity matrix on the left side.
    return augmented.template slice<0, M, M, M>();
}

Now I have made a unit test which test if the inverse is correct using pre computed values. I try two matrices one 3x3 and one 4x4. I used this website to compute the inverse: https://matrix.reshish.com/ and they do match to a certain degree. since the unit test does succeed. But once I calculate the original matrix * the inverse nothing even resembling an identity matrix is achieved. See the comment in the code below.

BOOST_AUTO_TEST_CASE(matrix_inverse)
{
    auto m1 = matrix<double, 3, 3>({
        {7, 8, 9},
        {10, 11, 12},
        {13, 14, 15}
    });

    auto inverse_result1 = matrix<double,3, 3>({
        {264917625139441.28, -529835250278885.3, 264917625139443.47},
        {-529835250278883.75, 1059670500557768, -529835250278884.1},
        {264917625139442.4, -529835250278882.94, 264917625139440.94}
    });

    auto m2 = matrix<double, 4, 4>({
        {7, 8, 9, 23},
        {10, 11, 12, 81},
        {13, 14, 15, 11},
        {1, 73, 42, 65}
    });

    auto inverse_result2 = matrix<double, 4, 4>({
        {-0.928094660194201, 0.21541262135922956, 0.4117111650485529, -0.009708737864078209},
        {-0.9641231796116679, 0.20979975728155775, 0.3562651699029188, 0.019417475728154842},
        {1.7099261731391882, -0.39396237864078376, -0.6169346682848 , -0.009708737864076772 },
        {-0.007812499999999244, 0.01562499999999983, -0.007812500000000278, 0}
    });


    // std::cout << (m1.inverse() * m1) << std::endl;
    // results in
    // 0.500000000     1.000000000     -0.500000000
    // 1.000000000     0.000000000     0.500000000
    // 0.500000000     -1.000000000    1.000000000
    // std::cout << (m2.inverse() * m2) << std::endl; 
    // results in
    // 0.396541262     -0.646237864    -0.689016990    -2.162317961
    // 1.206917476     2.292475728     1.378033981     3.324635922
    // -0.884708738    -0.958737864    -0.032766990    -3.756067961
    // -0.000000000    -0.000000000    -0.000000000    1.000000000

    BOOST_REQUIRE_MESSAGE(
        m1.inverse().fuzzy_equal(inverse_result1, 0.1) == true,
        "3x3 inverse is not the expected result."
    );

    BOOST_REQUIRE_MESSAGE(
        m2.inverse().fuzzy_equal(inverse_result2, 0.1) == true,
        "4x4 inverse is not the expected result."
    );
}

I am at my wits end. I am by no means a specialist on matrix math since I had to learn it all on the job but this really is stumping me.

The complete code matrix class is available at: https://codeshare.io/johnsmith

Line 404 is where the inverse function is located.

Any help is appreciated.

Answer 1

As already established in the comments the matrix of interest is singular and thus there is no inverse.

Great, your testing found already the first issue in the code - this case isn't handled properly, no error is raised.

The bigger problem is, that this is not easy to detect: If there where no errors due to rounding errors, it would be a cake of piece - just test that divisor isn't 0! But there are rounding errors in floating operations, so divisor will be a very small nonzero number.

And there is no way to tell, whether this nonzero value due to rounding errors or to the fact that the matrix is near singular (but not singular). However, if matrix is near singular it has a poor condition and thus the results cannot be trusted anyway.

So ideally, the algorithm should not only calculate the inverse, but also (estimate) the condition of the original matrix, so the caller can react upon a bad condition.

Probably it is wise to use well-known and well-tested libraries for this kind of calculation - there is a lot to be considered and what can be done wrong.