On 07/03/2011 8:46 AM, baicaidoufu wrote:
### An numeric problem in R ###########I have two matrix one is########## A<- matrix(c(21.97844, 250.1960, 2752.033, 29675.88, 316318.4, 3349550, 35336827, 24.89267, 261.4211, 2691.009, 27796.02, 288738.7, 3011839, 31498784, 21.80384, 232.3765, 2460.495, 25992.77, 274001.6, 2883756, 30318645, 39.85801, 392.2341, 3971.349, 40814.22, 423126.2, 4409388, 46090850, 25.55343, 235.5315, 2343.281, 23987.10, 248557.3, 2590821, 27089162, 16.63100, 195.4592, 2200.264, 24006.66, 257499.5, 2736200, 28922851, 23.20258, 262.6086, 2824.971, 29973.61, 316369.1, 3331009, 35025965 ),7,7,byrow=T) #### the other one is################## S<-matrix(c(356.57205, 32.55943, 120.28162, 95.74285, 45.013261, 271.557635, 183.9009, 32.55943, 299.68103, 81.95644, 246.95280, 96.023270, 19.383732, 153.4544, 120.28162, 81.95644, 277.09354, 85.42180, 138.751600, 138.972234, 140.0991, 95.74285, 246.95280, 85.42180, 527.78444, 182.417527, 24.946245, 129.1490, 45.01326, 96.02327, 138.75160, 182.41753, 328.414655, 1.035543, 63.2730, 271.55764, 19.38373, 138.97223, 24.94625, 1.035543, 322.635669, 158.5317, 183.90092, 153.45443, 140.09909, 129.14899, 63.273005, 158.531662, 256.1531 ),7,7,byrow=T) ####both of these two matrix are non-singular so their inverse should be exists###### ####while KK<- t(A)%*%solve(S)%*%A det(KK) ###12553.48 which is not 0, but solve() function refuse to work now.
Look at the eigenvalues of KK: they range from 10^(-7) to 10^12. Its condition number (according to the rcond definition) is about 10^(-21).
If you could invert it, you would just be seeing noise from rounding error.So the best advice I can give is: don't do that. But if you really don't care about the quality of your results, you could use solve(A) %*% S %*% t(solve(A)) to avoid the error messages. If you multiply that by KK you'll get something that's a long way from an identity matrix.
Duncan Murdoch
## So I try to use ginv() instead### ginv(KK) ### It is expected that A%*%ginv(t(A)%*%solve(S)%*%A)%*%t(A) ### should equal to solve(S)###### solve(S) ### but it is not!!! ### So I am wondering in such situation, do you have any suggestion? ### I have tried the argument "tol = sqrt(.Machine$double.eps))" in ginv(), but it won't help in ### more larger determinant matrix. -- View this message in context: http://r.789695.n4.nabble.com/a-numeric-problem-tp3338989p3338989.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
