On 28 January 2022 at 09:16, Neal Fultz wrote: | There's an R object that has the machine precision, which could be a | reasonable threshold. | | .Machine$double.eps | | I believe there is a similar constant in the C++ standard library. | | You might also try checking the condition of the matrix instead of the | determinant, but you might take a performance hit. EG: | https://www.quora.com/Why-is-a-condition-number-more-useful-than-a-determinant-for-spotting-problems-with-the-solution-to-ax-b
Exactly -- here is an old SO answer of mine featuring the condition number and kappa (its inverse): https://stackoverflow.com/questions/3042117/screening-multicollinearity-in-a-regression-model/3042262#3042262 I don't have an implementation of either 'from C++ / Armadillo basics' handy but it is likely not hard, and possibly a nice exercise. Dirk -- https://dirk.eddelbuettel.com | @eddelbuettel | e...@debian.org _______________________________________________ Rcpp-devel mailing list Rcpp-devel@lists.r-forge.r-project.org https://lists.r-forge.r-project.org/cgi-bin/mailman/listinfo/rcpp-devel
