Displaying 1 result from an estimated 1 matches for "trappleti".
Did you mean:
trapletti
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...