On Mon, Jun 6, 2022 at 5:24 PM Sven Schreiber wrote:
>
> OTOH, I ran some very crude and simple speed comparisons between
> qrdecomp with and without pivoting (on Linux, current git), and
> depending on the input the advantage could go either way it seemed,
> which I found a little surprising.
On 06.06.22 22:33, Cottrell, Allin wrote:
Here's what I found: gretl's (SVD) rank() agrees with the numerical
rank values shown in the database. So do the results of counting
abs(R[i,i]) values from QR, provided the minimal value is in the range
1.0e-10 to 1.0e-8. Plain QR and QR with column
On Mon, Jun 6, 2022 at 12:13 PM Sven Schreiber wrote:
>
> What might be useful is to check out the database of singular matrices
> at San Jose State U. (It's astounding what things exist in science!)
Most of the matrices in that database are square. From the point of
view of libgretl I'm
On Mon, Jun 6, 2022 at 12:13 PM Sven Schreiber wrote:
>
> Am 06.06.2022 um 17:29 schrieb Cottrell, Allin:
>
> > Is there any general characterization of what it takes for plain QR
> > not to reveal rank?
> >
> > It would appear that the presence of all-zero rows and/or columns is
> > necessary
Am 06.06.2022 um 17:29 schrieb Cottrell, Allin:
Is there any general characterization of what it takes for plain QR
not to reveal rank?
It would appear that the presence of all-zero rows and/or columns is
necessary but not sufficient. With m > n you can construct mostly-zero
matrices where
On Mon, Jun 6, 2022 at 6:47 AM Sven Schreiber wrote:
>
> Am 06.06.2022 um 02:46 schrieb Cottrell, Allin:
> >
> > I tend to think these are different error conditions: (a) the input
> > contains exactly collinear data, and (b) one or more of the input
> > series/columns are all zero.
>
> But that
Am 06.06.2022 um 02:46 schrieb Cottrell, Allin:
On Sun, Jun 5, 2022 at 10:21 AM Riccardo (Jack) Lucchetti
wrote:
On Sun, 5 Jun 2022, Riccardo (Jack) Lucchetti wrote:
Very nice counterxample, Sven, kudos for that. Let me think about it.
Full disclosure: I didn't invent it myself, but found
