Zhou Fang wrote:> Hi,
>
> Okay, I have a n x p matrix X, which I know is not full rank. In
> particular, there may be linear dependencies amongst the columns (but
> not that many). What is a fast way of finding a linearly independent
> subset of the columns of X that will span the column space of X, in R?
> If it helps, I have the QR decomposition of the original X 'for
free'.
>
> I know that it's possible to do this directly by looping over the
> columns and adding them, but at the very least, a solution without
> horrible slow loops would be nice.
Have a look at stats:::Thin.col(), but beware that it isn't terribly robust.
> Any ideas welcome.
>
> Zhou Fang
>
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