Re: [R] Matrix inversion-different answers from LAPACK and LINPACK

2009-06-18 Thread Ravi Varadhan
- Original Message - From: avraham.ad...@guycarp.com Date: Thursday, June 18, 2009 10:54 am Subject: RE: [R] Matrix inversion-different answers from LAPACK and LINPACK To: Ravi Varadhan Cc: r-help@r-project.org > Thank you. One question, though. In the case where I have closed form > f

Re: [R] Matrix inversion-different answers from LAPACK and LINPACK

2009-06-18 Thread Avraham . Adler
Subject RE: [R] Matrix inversion-different

Re: [R] Matrix inversion-different answers from LAPACK and LINPACK

2009-06-17 Thread Ravi Varadhan
-help-boun...@r-project.org] On Behalf Of avraham.ad...@guycarp.com Sent: Wednesday, June 17, 2009 6:11 PM To: Douglas Bates Cc: dmba...@gmail.com; r-help@r-project.org Subject: Re: [R] Matrix inversion-different answers from LAPACK and LINPACK I will be the first one to admit I may be doing s

Re: [R] Matrix inversion-different answers from LAPACK and LINPACK

2009-06-17 Thread Ravi Varadhan
-Original Message- From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On Behalf Of avraham.ad...@guycarp.com Sent: Wednesday, June 17, 2009 6:11 PM To: Douglas Bates Cc: dmba...@gmail.com; r-help@r-project.org Subject: Re: [R] Matrix

Re: [R] Matrix inversion-different answers from LAPACK and LINPACK

2009-06-17 Thread Avraham . Adler
am.ad...@guycarp.com, r-help@r-project.org 06/17/2009 05:55 Subject PM Re: [R] Matrix inversion-different answers fro

Re: [R] Matrix inversion-different answers from LAPACK and LINPACK

2009-06-17 Thread Douglas Bates
On Wed, Jun 17, 2009 at 2:02 PM, Albyn Jones wrote: > As you seem to be aware, the matrix is poorly conditioned: > >> kappa(PLLH,exact=TRUE) > [1] 115868900869 > > It might be worth your while to think about reparametrizing. Also, if it is to be a variance-covariance matrix then it must be positiv

Re: [R] Matrix inversion-different answers from LAPACK and LINPACK

2009-06-17 Thread Albyn Jones
As you seem to be aware, the matrix is poorly conditioned: > kappa(PLLH,exact=TRUE) [1] 115868900869 It might be worth your while to think about reparametrizing. albyn On Wed, Jun 17, 2009 at 11:37:48AM -0400, avraham.ad...@guycarp.com wrote: > > Hello. > > I am trying to invert a matrix, and

Re: [R] Matrix inversion-different answers from LAPACK and LINPACK

2009-06-17 Thread Avraham . Adler
Subject RE: [R] Matrix inversion-different answers from LAPACK a

Re: [R] Matrix inversion-different answers from LAPACK and LINPACK

2009-06-17 Thread Ravi Varadhan
PM cc Subject RE: [R] Matrix inversion-different

Re: [R] Matrix inversion-different answers from LAPACK and LINPACK

2009-06-17 Thread Avraham . Adler
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Re: [R] Matrix inversion-different answers from LAPACK and LINPACK

2009-06-17 Thread Ravi Varadhan
alf Of avraham.ad...@guycarp.com Sent: Wednesday, June 17, 2009 11:38 AM To: r-help@r-project.org Subject: [R] Matrix inversion-different answers from LAPACK and LINPACK Hello. I am trying to invert a matrix, and I am finding that I can get different answers depending on whether I set LAPACK

Re: [R] Matrix inversion-different answers from LAPACK and LINPACK

2009-06-17 Thread Ravi Varadhan
edu/agingandhealth/People/Faculty_personal_pages/Varadhan.h tml -Original Message- From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On Behalf Of avraham.ad...@guycarp.com Sent: Wednesday, June

[R] Matrix inversion-different answers from LAPACK and LINPACK

2009-06-17 Thread Avraham . Adler
Hello. I am trying to invert a matrix, and I am finding that I can get different answers depending on whether I set LAPACK true or false using "qr". I had understood that LAPACK is, in general more robust and faster than LINPACK, so I am confused as to why I am getting what seems to be invalid an

Re: [R] matrix inversion using solve() and matrices containing large/small values

2008-03-05 Thread Douglas Bates
On Wed, Mar 5, 2008 at 7:43 AM, Duncan Murdoch <[EMAIL PROTECTED]> wrote: > On 3/5/2008 8:21 AM, gerardus vanneste wrote: > > Hello > > > > I've stumbled upon a problem for inversion of a matrix with large values, > > and I haven't found a solution yet... Someone with experience in numerical l

Re: [R] matrix inversion using solve() and matrices containing large/small values

2008-03-05 Thread Charilaos Skiadas
Sorry, I meant to send this to the whole list. On Mar 5, 2008, at 8:46 AM, Charilaos Skiadas wrote: > The problem doesn't necessarily have to do with the range of data. > At first level, it has to do with the simple fact that dfdb has > rank 6 at most, (7 at most in general, though in your ca

Re: [R] matrix inversion using solve() and matrices containing large/small values

2008-03-05 Thread Duncan Murdoch
On 3/5/2008 8:21 AM, gerardus vanneste wrote: > Hello > > I've stumbled upon a problem for inversion of a matrix with large values, > and I haven't found a solution yet... I wondered if someone could give a > hand. (It is about automatic optimisation of a calibration process, which > involves the

[R] matrix inversion using solve() and matrices containing large/small values

2008-03-05 Thread gerardus vanneste
Hello I've stumbled upon a problem for inversion of a matrix with large values, and I haven't found a solution yet... I wondered if someone could give a hand. (It is about automatic optimisation of a calibration process, which involves the inverse of the information matrix) code: ***

Re: [R] Matrix inversion

2008-02-18 Thread Bill.Venables
Ben Domingue asks: > I am trying to invert a matrix for the purposes of least squares. I > have tried a number of things, and the variety of results has me > confused. Don't be. > 1. When I try solve() I get the following: > >Error in solve.default(t(X) %*% X) : system is computationally > sing

[R] Matrix inversion

2008-02-18 Thread Ben Domingue
Howdy, I am trying to invert a matrix for the purposes of least squares. I have tried a number of things, and the variety of results has me confused. 1. When I try solve() I get the following: >Error in solve.default(t(X) %*% X) : system is computationally singular: reciprocal condition number = 3

Re: [R] Matrix Inversion

2007-12-12 Thread Peter Dalgaard
Wang Chengbin wrote: > I got the following error: > > a = read.csv("mat.csv") > b = as.matrix(a) > tb = t(b) > bb = tb %*% b > dim(bb) > ibb = solve(bb) > bb %*% ibb > > >> ibb = solve(bb) >> > Error in solve.default(bb) : > system is computationally singular: reciprocal condition number

Re: [R] Matrix Inversion

2007-12-12 Thread Robin Hankin
Hello Wang matrix bb is symmetric positive semidefinite, so algebraically the eigenvalues are nonnegative. I would use bb <- crossprod(b) to calculate bb (faster and possibly more accurate) Look at eigen(bb,TRUE,TRUE)$values (see ?eigen for the meaning of the arguments) to see how many very s

[R] Matrix Inversion

2007-12-12 Thread Wang Chengbin
I got the following error: a = read.csv("mat.csv") b = as.matrix(a) tb = t(b) bb = tb %*% b dim(bb) ibb = solve(bb) bb %*% ibb > ibb = solve(bb) Error in solve.default(bb) : system is computationally singular: reciprocal condition number = 1.77573e-19 > Are there any ways to find more informati