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2006 Apr 19
1
Probable Numeric Bugs in svd function (PR#8781)
...performed is to compared the singular values to the eigen=0D values (as I work with squarred matrices).=0D =0D Here is the code (I may be wrong!):=0D =0D usHigh<-(Sp5>=3D300 & Region=3D=3D1)=0D usLow<-(Sp5<300 & Region=3D=3D1)=0D euHigh<-(Sp5>=3D200 & Region=3D=3D2)=0D euLow<-(Sp5<200 & Region=3D=3D2)=0D sigmas<-c(13.71,162.71,8.78,103.83,5.29,77.08,3.42,41.04)=0D temp1<-sigmas[1]*usLow+sigmas[2]*usHigh+sigmas[5]*euLow+sigmas[6]*euHigh=0D temp10<-sigmas[3]*usLow+sigmas[4]*usHigh+sigmas[7]*euLow+sigmas[8]*euHig=0D h=0D CorrEU<-0.89=0D CorrUS<-0....