Once I had a situation where the reason was that the variables were scaled to extremely different magnitudes. 1e-25 is a *very* small number but still there is some probability that it may help to look up standard deviations and to multiply the variable with the smallest st.dev. with 1e20 or something.
Best, Christian On Mon, 8 Aug 2005, Weiwei Shi wrote: > Hi, > I have a dataset which has around 138 variables and 30,000 cases. I am > trying to calculate a mahalanobis distance matrix for them and my > procedure is like this: > > Suppose my data is stored in mymatrix > > S<-cov(mymatrix) # this is fine > > D<-sapply(1:nrow(mymatrix), function(i) mahalanobis(mymatrix, mymatrix[i,], > > S)) > Error in solve.default(cov, ...) : system is computationally singular: > reciprocal condition number = 1.09501e-25 > > I understand the error message but I don't know how to trace down > which variables caused this so that I can "sacrifice" them if there > are not a lot. Again, not sure if it is due to some variables and not > sure if dropping variables is a good idea either. > > Thanks for help, > > weiwei > > > -- > Weiwei Shi, Ph.D > > "Did you always know?" > "No, I did not. But I believed..." > ---Matrix III > > ______________________________________________ > R-help@stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html > *** NEW ADDRESS! *** Christian Hennig University College London, Department of Statistical Science Gower St., London WC1E 6BT, phone +44 207 679 1698 [EMAIL PROTECTED], www.homepages.ucl.ac.uk/~ucakche ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html