Re: [R] Can't invert matrix

Thanks for the explanation. I'm taking a class (in grad school these days) on advanced derivatives (financial, not calculus). One of the valuation strategies involves building two matrices and then solving. This matrix is for the particular group of call options I selected based on other criteri

Re: [R] Can't invert matrix

What you show below is only a representation of the matrix to 7dp. If you look at that, though, the condition number is suspiciously large (i.e. the matrix is very ill-conditioned): > txt <- textConnection(" + 0.99252358 0.93715047 0.7540535 0.4579895 + 0.01607797 0.09616267 0.2452471 0.308

Re: [R] Can't invert matrix

Your matrix has rank 3: A <- matrix(c(0.99252358, 0.93715047, 0.7540535, 0.4579895, + 0.01607797, 0.09616267, 0.2452471, 0.3088614, + 0.09772828, 0.58451468, 1.4907090, 1.8773815, + -0.0100, 0., 0.090, 0.170), +

Re: [R] Can't invert matrix

Hi Noah, Could you please show us what you did? I can not reproduce your problem (sessionInfo below): > m <- matrix(scan(), ncol = 4, byrow = TRUE) 1: 0.99252358 0.93715047 0.7540535 0.4579895 5: 0.01607797 0.09616267 0.2452471 0.3088614 9: 0.09772828 0.58451468 1.4907090 1.8773815 13: -0.01