Re: [R] singular matrix

2006-08-28 Thread Gabor Grothendieck
b is nearly singular. Note that one of its eigenvalues is -2.935e-8 which is close to zero. We can use the generalized inverse from MASS to get one solution, x, but any multiple of the eigenvector corresponding to the near-zero eigenvalue when added to that will also give a solution as shown: >

Re: [R] singular matrix

2006-08-28 Thread Bill.Venables
Nongluck Klibbua reports: > -Original Message- > From: [EMAIL PROTECTED] > [mailto:[EMAIL PROTECTED] On Behalf Of Nongluck > Klibbua > Sent: Tuesday, 29 August 2006 11:12 AM > To: R-help@stat.math.ethz.ch > Subject: [R] singular matrix > > Dear R-users, &g

[R] singular matrix

2006-08-28 Thread Nongluck Klibbua
Dear R-users, I try to use "solve" to get the solution of this matrix.But it has error happen below. How I can solve this problem. [1] "a" [,1] [1,] 0.8109437 [2,] 5.7569740 [1] "b" [,1] [,2] [1,] 0.3141293 2.230037 [2,] 2.2300367 15.831264 Error in solve.default(b, a)

Re: [R] Singular matrix

2005-10-06 Thread Dimitris Rizopoulos
ot; <[EMAIL PROTECTED]> To: Sent: Thursday, October 06, 2005 3:11 PM Subject: [R] Singular matrix > Dear All, > > I have written the following programs to find a non-singular > (10*10) covariance matrix. > Here is the program: > > nitems <- 10 > > x &l

Re: [R] Singular matrix

2005-10-06 Thread Liaw, Andy
Don't you have the dimension of x backward? Try: > set.seed(1) > x <- matrix(rnorm(50, 3, 3), 10, 5) > vinv <- solve(crossprod(x)) > vinv [,1] [,2] [,3] [,4] [,5] [1,] 0.019918251 -0.006247646 0.006600209 0.003687249 -0.018670806 [2,] -0.006247646

[R] Singular matrix

2005-10-06 Thread Marc Bernard
Dear All, I have written the following programs to find a non-singular (10*10) covariance matrix. Here is the program: nitems <- 10 x <- array(rnorm(5*nitems,3,3), c(5,nitems)) sigma <- t(x)%*%x inverse <- try(solve(sigma), TRUE) while(inherits(inverse, "try-error")) { x <- array(