On Thu, 3 Nov 2005, Alvarez Pedro wrote: > On page 22 of the R-introduction guide it's written: > > the quadratic form x^{'} A^{-1} x which is used in > multivariate computations, should be computed by > something like x%*%solve(A,x), rather than computing > the inverse of A. > > Why isn't it good to compute t(x) %*% solve(A) %*% x?
The answer is only two lines above; Numerically, it is both inefficient and potentially unstable to compute @code{x <- solve(A) %*% b} instead of @code{solve(A,b)}. See also the footnote. -- Brian D. Ripley, [EMAIL PROTECTED] Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595 ______________________________________________ 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