Benjamin Tyner
2014-Sep-25 10:48 UTC
[R] scaling of Amat still recommended for quadprog::solve.QP ?
Greetings, I ran across this recommendation, to keep the norms of the columns of the Amat on similar scales, https://stat.ethz.ch/pipermail/r-help/2007-September/141335.html However, when I looked at the code, I noticed that the norms are already being calculated: c c calculate the norm of each column of the A matrix c do 51 i=1,q sum = 0.d0 do 52 j=1,n sum = sum + amat(j,i)*amat(j,i) 52 continue work(iwnbv+i) = sqrt(sum) 51 continue nact = 0 iter(1) = 0 iter(2) = 0 50 continue though I am not sure exactly how these norms get used subsequently. My question is, is it no longer necessary to follow Berwin's recommendation from 2007? Or are the norms being calculated for some other purpose, and the recommendation still applies? Regards Ben