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2000 Jul 05
0
svd() (Linpack) problems/bug for ill-conditioned matrices (PR#594)
After fixing princomp(), recently, {tiny negative eigen-values are possible for non-negative definite matrices} Fritz Leisch drew my attention to the fact the not only eigen() can be funny, but also svd(). Adrian Trappleti found that the singular values returned can be "-0" instead of "0". This will be a problem in something like sd <- svd(Mat) $ d max(sd) / min(sd) which gives -Inf instead of Inf in the above case. I did some more searching and testing with svd(), could easily...