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decompose
2009 Nov 12
0
QR-decomposition using the base package vs. Matrix package
...mple of what I'm doing.
> spdata <-rpois(50,1)
> y <- rnorm(10,0,1)
> S <- matrix(round(ifelse(spdata==0,0,1/spdata),2),ncol=5,nrow=10)
> Ssp <- as(S,"sparseMatrix")
>
> decomp <- qr(S)
> Y <- qr.qty(decomp,y)
> R <- qr.R(decomp)
>
> decompSp <- qr(Ssp)
> Ysp <- qr.qty(decompSp,y)
> Rsp <- qr.R(decompSp)
Warning message:
In qr.R(decompSp) :
qr.R(<sparse>) may differ from qr.R(<dense>) because of permutations
>
>
> R
[,1] [,2] [,3] [,4] [,5]
[1,] -2.54951 -1.372813 -1...