see inline below.
On Tue, Feb 1, 2011 at 2:25 PM, Mike Marchywka wrote:
>
>
>
>
>>Date: Tue, 1 Feb 2011 15:41:01 +
>>From: alex.sm...@gmail.com
>>To: spencer.gra...@structuremonitoring.com
>>CC: r-help@r-project.org; maech...@stat.math.ethz.ch
>>
gra...@structuremonitoring.com
> >CC: r-help@r-project.org; maech...@stat.math.ethz.ch
> >Subject: Re: [R] Positive Definite Matrix
>
>
> >Hello thank you for so much input. I am afraid that I am fairly new to
> this
> and some of the material is above my understandin
>Date: Tue, 1 Feb 2011 15:41:01 +
>From: alex.sm...@gmail.com
>To: spencer.gra...@structuremonitoring.com
>CC: r-help@r-project.org; maech...@stat.math.ethz.ch
>Subject: Re: [R] Positive Definite Matrix
>Hello thank you for so much input. I am afraid that I am fairly ne
Hello thank you for so much input. I am afraid that I am fairly new to this
and some of the material is above my understanding for the time being and I
am not looking at anything very complex as you will see from the program I
will include.
I have been talking to a fellow colleague I am working wit
Hi, Martin: Thank you! (not only for your responses in this email
thread but in helping create R generally and many of these functions in
particular.) Spencer
On 1/31/2011 12:10 AM, Martin Maechler wrote:
> I think the bottom line can be summarized as
> follows:
>
>I think the bottom line can be summarized as
> follows:
> 1. Give up on Cholesky factors unless you have a
> matrix you know must be symmetric and strictly positive
> definite. (I seem to recall having had problems with chol
> even with matrices that were theor
On Sun, 30 Jan 2011, David Winsemius wrote:
On Jan 30, 2011, at 6:02 AM, Alex Smith wrote:
Thank you for all your input but I'm afraid I dont know what the final
conclusion is. I will have to check the the eigenvalues if any are
negative. Why would setting them to zero make a difference? Sorr
On Sun, 30 Jan 2011, David Winsemius wrote:
On Jan 30, 2011, at 6:02 AM, Alex Smith wrote:
Thank you for all your input but I'm afraid I dont know what the final
conclusion is. I will have to check the the eigenvalues if any are
negative. Why would setting them to zero make a difference? Sorr
January 30, 2011 9:22 am
Subject: Re: [R] Positive Definite Matrix
To: Alex Smith
Cc: r-help@r-project.org, John Fox , Prof Brian Ripley
> I think the bottom line can be summarized as follows:
>
>
> 1. Give up on Cholesky factors unless you have a matrix
> you kno
On Jan 30, 2011, at 6:02 AM, Alex Smith wrote:
Thank you for all your input but I'm afraid I dont know what the
final conclusion is. I will have to check the the eigenvalues if any
are negative. Why would setting them to zero make a difference?
Sorry to drag this on.
The discussion is p
I think the bottom line can be summarized as follows:
1. Give up on Cholesky factors unless you have a matrix
you know must be symmetric and strictly positive definite. (I seem to
recall having had problems with chol even with matrices that were
theoretically positive or n
Thank you for all your input but I'm afraid I dont know what the final
conclusion is. I will have to check the the eigenvalues if any are negative.
Why would setting them to zero make a difference? Sorry to drag this on.
Thanks
On Sat, Jan 29, 2011 at 9:00 PM, Prof Brian Ripley wrote:
> On Sat,
> Prof Brian Ripley
> on Sat, 29 Jan 2011 21:00:19 + (GMT) writes:
> On Sat, 29 Jan 2011, David Winsemius wrote:
>>
>> On Jan 29, 2011, at 12:17 PM, Prof Brian Ripley wrote:
>>
>>> On Sat, 29 Jan 2011, David Winsemius wrote:
>>>
On Jan
Thank you for the links and the information.You have been very helpful
On Sat, Jan 29, 2011 at 2:45 PM, David Winsemius wrote:
>
> On Jan 29, 2011, at 7:58 AM, David Winsemius wrote:
>
>
>> On Jan 29, 2011, at 7:22 AM, Alex Smith wrote:
>>
>> Hello I am trying to determine wether a given matrix
On Sat, 29 Jan 2011, David Winsemius wrote:
On Jan 29, 2011, at 12:17 PM, Prof Brian Ripley wrote:
On Sat, 29 Jan 2011, David Winsemius wrote:
On Jan 29, 2011, at 10:11 AM, David Winsemius wrote:
On Jan 29, 2011, at 9:59 AM, John Fox wrote:
Dear David and Alex,
I'd be a little careful a
On Jan 29, 2011, at 12:17 PM, Prof Brian Ripley wrote:
On Sat, 29 Jan 2011, David Winsemius wrote:
On Jan 29, 2011, at 10:11 AM, David Winsemius wrote:
On Jan 29, 2011, at 9:59 AM, John Fox wrote:
Dear David and Alex,
I'd be a little careful about testing exact equality as in all(M
== t
On Sat, 29 Jan 2011, David Winsemius wrote:
On Jan 29, 2011, at 10:11 AM, David Winsemius wrote:
On Jan 29, 2011, at 9:59 AM, John Fox wrote:
Dear David and Alex,
I'd be a little careful about testing exact equality as in all(M == t(M)
and
careful as well about a test such as all(eigen(
On Jan 29, 2011, at 10:11 AM, David Winsemius wrote:
On Jan 29, 2011, at 9:59 AM, John Fox wrote:
Dear David and Alex,
I'd be a little careful about testing exact equality as in all(M ==
t(M) and
careful as well about a test such as all(eigen(M)$values > 0) since
real
arithmetic on a c
r-project.org
]
On Behalf Of David Winsemius
Sent: January-29-11 9:46 AM
To: Alex Smith
Cc: r-help@r-project.org Help
Subject: Re: [R] Positive Definite Matrix
On Jan 29, 2011, at 7:58 AM, David Winsemius wrote:
On Jan 29, 2011, at 7:22 AM, Alex Smith wrote:
Hello I am trying to determine w
David Winsemius
> Sent: January-29-11 9:46 AM
> To: Alex Smith
> Cc: r-help@r-project.org Help
> Subject: Re: [R] Positive Definite Matrix
>
>
> On Jan 29, 2011, at 7:58 AM, David Winsemius wrote:
>
> >
> > On Jan 29, 2011, at 7:22 AM, Alex Smith wrote:
> &
On Jan 29, 2011, at 7:58 AM, David Winsemius wrote:
On Jan 29, 2011, at 7:22 AM, Alex Smith wrote:
Hello I am trying to determine wether a given matrix is symmetric and
positive matrix. The matrix has real valued elements.
I have been reading about the cholesky method and another method is
On Jan 29, 2011, at 7:22 AM, Alex Smith wrote:
Hello I am trying to determine wether a given matrix is symmetric and
positive matrix. The matrix has real valued elements.
I have been reading about the cholesky method and another method is
to find
the eigenvalues. I cant understand how to imp
Hello I am trying to determine wether a given matrix is symmetric and
positive matrix. The matrix has real valued elements.
I have been reading about the cholesky method and another method is to find
the eigenvalues. I cant understand how to implement either of the two. Can
someone point me to the
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