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2016 Apr 20
6
Solving sparse, singular systems of equations
...of solving this system that I found online, two of which give me an error and one of which succeeds on the simplified problem, but fails on my data set(attached). Is there a solver in R that I can use in order to get x without any errors given the structure of A? Thanks for your time. #CODE STARTS HEREA = as(matrix(c(1.5,-1.5,0,-1.5,2.5,-1,0,-1,1),nrow=3,ncol=3),"sparseMatrix")b = matrix(c(-30,40,-10),nrow=3,ncol=1) #solve for x, Error in LU.dgC(a) : cs_lu(A) failed: near-singular A (or out of memory)solve(A,b,sparse=TRUE,tol=.Machine$double.eps) #one x that happens to solve Ax = bx = ma...
2016 Apr 20
0
Solving sparse, singular systems of equations
...olving this system that I found online, two of which give me an error and one of which succeeds on the simplified problem, but fails on my data set(attached). Is there a solver in R that I can use in order to get x without any errors given the structure of A? Thanks for your time. > #CODE STARTS HEREA = as(matrix(c(1.5,-1.5,0,-1.5,2.5,-1,0,-1,1),nrow=3,ncol=3),"sparseMatrix")b = matrix(c(-30,40,-10),nrow=3,ncol=1) > #solve for x, Error in LU.dgC(a) : cs_lu(A) failed: near-singular A (or out of memory)solve(A,b,sparse=TRUE,tol=.Machine$double.eps) > #one x that happens to solve Ax...
2016 Apr 20
0
Solving sparse, singular systems of equations
...tem that I found online, two of which give me an error and > one of which succeeds on the simplified problem, but fails on my data > set(attached). Is there a solver in R that I can use in order to get x > without any errors given the structure of A? Thanks for your time. > #CODE STARTS HEREA = > as(matrix(c(1.5,-1.5,0,-1.5,2.5,-1,0,-1,1),nrow=3,ncol=3),"sparseMatrix")b > = matrix(c(-30,40,-10),nrow=3,ncol=1) > #solve for x, Error in LU.dgC(a) : cs_lu(A) failed: near-singular A (or > out of memory)solve(A,b,sparse=TRUE,tol=.Machine$double.eps) > #one x that happ...
2016 Apr 20
0
Solving sparse, singular systems of equations
...tem that I found online, two of which >give me an error and one of which succeeds on the simplified problem, >but fails on my data set(attached). Is there a solver in R that I can >use in order to get x without any errors given the structure of A? >Thanks for your time. >#CODE STARTS HEREA = >as(matrix(c(1.5,-1.5,0,-1.5,2.5,-1,0,-1,1),nrow=3,ncol=3),"sparseMatrix")b >= matrix(c(-30,40,-10),nrow=3,ncol=1) >#solve for x, Error in LU.dgC(a) : cs_lu(A) failed: near-singular A (or >out of memory)solve(A,b,sparse=TRUE,tol=.Machine$double.eps) >#one x that happens t...
2016 Apr 20
1
Solving sparse, singular systems of equations
...olving this system that I found online, two of which give me an error and one of which succeeds on the simplified problem, but fails on my data set(attached). Is there a solver in R that I can use in order to get x without any errors given the structure of A? Thanks for your time. > #CODE STARTS HEREA = as(matrix(c(1.5,-1.5,0,-1.5,2.5,-1,0,-1,1),nrow=3,ncol=3),"sparseMatrix")b = matrix(c(-30,40,-10),nrow=3,ncol=1) > #solve for x, Error in LU.dgC(a) : cs_lu(A) failed: near-singular A (or out of memory)solve(A,b,sparse=TRUE,tol=.Machine$double.eps) > #one x that happens to solve Ax...
2007 May 08
2
statistics/correlation question NOT R question
This is not an R question but if anyone can help me, it's much appreciated. Suppose I have a series ( stationary ) y_t and a series x_t ( stationary )and x_t has variance sigma^2_x and epsilon is normal (0, sigma^2_epsilon ) and the two series have the relation y_t = Beta*x_t + epsilon My question is if there are particular values that sigma^2_x and sigma^2_epsilon have to take in