Dear R helpers, I am looking for an efficient way to extract (any) one of the biggest invertible submatrix.
I have a rectangular matrix A (p x n), with rank k <= min(p, n). I would like to get a submatrix (k x k) invertible, or even better, the list of rows and columns of A which would form the submatrix (A[rows, columns] would be invertible, with length(rows)=length(columns)=k). This is the general problem, but in my particular R code, the rank of A would be p (p<n), so I only need to select p columns to get the submatrix. But I am not sure it is easier. For now, my (very bad) solution would be to try every submatrix until I find one invertible. Do you think of any solution which would be more efficient ? Best regards, Bertrand ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.
