2017-06-22 20:31 GMT+02:00 Uwe Ligges <lig...@statistik.tu-dortmund.de>: > > > 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
Oh, I apologise, I read the arguments section in the help page, but not the asterisk down below. Then the result is ok. Sorry for the noise. Regards, Iñaki ______________________________________________ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
