On 22.06.2017 20:09, Iñaki Úcar wrote:
2017-06-22 19:49 GMT+02:00 Uwe Ligges <lig...@statistik.tu-dortmund.de>:
On 22.06.2017 17:11, Bernd Funovits wrote:
Hello,
I experienced some unexpected behaviour while determining the rank of matrices
(sometimes 1x1 matrices):
base::qr(matrix(1e-20))$rank returns 1 (incorrect)
base::qr(diag(c(1, 1e-20)))$rank returns 2 (incorrect)
Why do you believe this is incorrect?
0 != 1e-20
and 1e-20 is well representable without significant rounding errors given
.Machine$double.xmin
[1] 2.225074e-308
Best,
Uwe Ligges
qr() has a tolerance argument which by default is tol=1e-07.
But the tolerance is not about the size of the values! It is about the
reduction of the norm during the householder transformation. From the
sources <https://svn.r-project.org/R/trunk/src/appl/dqrdc2.f>
c cycle the columns from l to p left-to-right until one
c with non-negligible norm is located. a column is considered
c to have become negligible if its norm has fallen below
c tol times its original norm....
Best,
Uwe Ligges
Regards,
Iñaki
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