similar to: R: RE: R: Re: R: Re: chol( neg.def.matrix ) WAS: Re: Choleski and Choleski with pivoting of matrix fails

It works! But Once I have the square root of this matrix, how do I convert it to a real (not imaginary) matrix which has the same property? Is that possible? Best, Simon >----Messaggio originale---- >Da: p.dalgaard at biostat.ku.dk >Data: 21-nov-2009 18.56 >A: "Charles C. Berry"<cberry at tajo.ucsd.edu> >Cc: "simona.racioppi at

Dear Peter, thank you very much for your answer. My problem is that I need to calculate the following quantity: solve(chol(A)%*%Y) Y is a 3*3 diagonal matrix and A is a 3*3 matrix. Unfortunately one eigenvalue of A is negative. I can anyway take the square root of A but when I multiply it by Y, the imaginary part of the square root of A is dropped, and I do not get the right answer. I tried

Hi Everyone, I have modified my version of R-1.4.1 to include choleski with pivoting (like in Splus). I thought R-core might consider including this in the next version of R, so I give below the steps required to facilitate this. 1. Copied Linpack routine "dchdc.f" into src/appl 2. Inserted line F77_SUBROUTINE(dchdc) in src/appl/ROUTINES 3. Inserted "dchdc.f" into

Why not just use Instruction::insertAfter()? I->insertAfter(new_inst); On Mon, Sep 5, 2016 at 8:13 AM, Ryan Taylor via llvm-dev < llvm-dev at lists.llvm.org> wrote: > Try incrementing the iterator before using. > > On Sep 5, 2016 10:26, "Simona Simona via llvm-dev" < > llvm-dev at lists.llvm.org> wrote: > >> On Mon, Sep 5, 2016 at 3:20 AM, Daniel

m <- matrix(nrow=5, ncol=5) m <- ifelse(row(m)==col(m), 1, 0.2) c <- chol(m) # Choleski decomposition u <- matrix(rnorm(2000*5), ncol=5) uc <- u %*% c cr <- pnorm(uc) cr <- qbinom(cr,1,0.5) cor(cr) I expected that the cor(cr) to be 0.2 as i set in m, but the result is around 0.1. Why is that? Thanks -- View this message in context:

On Mon, Sep 5, 2016 at 3:20 AM, Daniel Berlin <dberlin at dberlin.org> wrote: > > > On Sun, Sep 4, 2016 at 1:06 PM, Simona Simona via llvm-dev < > llvm-dev at lists.llvm.org> wrote: > >> Hello, >> >> I'm trying to add a new instruction after a given instruction in a basic >> block. >> Until LLVM 3.7, I was using the following code:

Hi all, I'm working out some Fortran code for which I want to compute the Choleski decomposition of a covariance matrix in Fortran. I tried to do it by two methods : 1) Calling the lapack function DPOTRF. I can see the source code and check that my call is correct, but it does not compile with: system("R CMD SHLIB ~/main.f") dyn.load("~/main.so") I get: Error in

Hello, I'm trying to add a new instruction after a given instruction in a basic block. Until LLVM 3.7, I was using the following code: BB->getInstList().insertAfter(I, new_inst); [where both I and new_inst are Instruction*] In LLVM 3.8 however, the SymbolTableList was created as a wrapper over iplist. Could anyone please tell me how I can do the same type of insertion in LLVM 3.8?

Hello, # I am able to install.packages("gstat") #but when I try to upload I get an error message library(gstat) #Error in loadNamespace(j <- i[[1L]], c(lib.loc, .libPaths()), versionCheck = vI[[j]]) : # there is no package called ‘intervals’ #In addition: Warning message: #package ‘gstat’ was built under R version 3.0.2 #Error: package or namespace load failed for ‘gstat’ what do

Full_Name: Jerome Asselin Version: 1.3.0 OS: Windows 98 Submission from: (NULL) (24.77.112.193) I am having accuracy problems involving the computation of inverse of nonnegative definite matrices with solve(). I also have to compute the Choleski decomposition of matrices. My numerical problems involving solve() made me find a bug in the chol() function. Here is an example. #Please, load the

Dear all, Does anyone have any idea on how to speed up the for() loop below. Currently it takes approximately 2 minutes and 30 seconds. Because of the size of Nsim and N, simulating a multivariate normal (instead of simulating Nsim times a vector of N normal distributions) would require too much memory space. Many thanks for your kind help, Simona N=3000 PD=runif(N,0,1) cutoff.=qnorm(PD)

Dear All, My question is simple but I need someone to help me out. Suppose I have a positive definite matrix A. The funtion chol() gives matrix L, such that A = L'L. The inverse of A, say A.inv, is also positive definite and can be factorized as A.inv = M'M. Then A = inverse of (A.inv) = inverse of (M'M) = (inverse of M) %*% (inverse of M)' = ((inverse of

Hi there, Given a positive definite symmetric matrix, I can use chol(x) to obtain U where U is upper triangular and x=U'U. For example, x=matrix(c(5,1,2,1,3,1,2,1,4),3,3) U=chol(x) U # [,1] [,2] [,3] #[1,] 2.236068 0.4472136 0.8944272 #[2,] 0.000000 1.6733201 0.3585686 #[3,] 0.000000 0.0000000 1.7525492 t(U)%*%U # this is exactly x Does anyone know how to obtain L such

Hi, Is there a known problem with file locks when Samba restarts? I have several servers happily running Samba on RH Linux, and several hundred clients running M$ Win9x. There are always a large number of open files, and I am currently migrating the data off several NT servers and onto the Samba ones. This has meant changing the smb.conf file on a regular basis. I am restarting Samba using

I am using 2.2.0 If the QR decomposition of an N*M matrix is such that the pivoting order is not 1:M, Q%*%R does not result in the original matrix but in a matrix with the columns permuted. This is clearly intentional, and probably to be expected if pivoting is used --- chol() behaves in the same manner (it would perhaps be nice if the qr help page made that clear in the same way that the chol()

I have a file server with two shares accessible to 2 different groups. After the last update ( from debian 2:3.2.5-4 to 2:3.3.2-1 ) i cannot any more access ONLY ONE of the two shares and I can't understand the reason! Can anyone hel me? I'm getting mad! Thanks Giorgio from smb.conf: [documenti_movi] path = /home/documenti_movi valid users = @staffmovi read

Hi Simona, these failures are due to the name of the path to LLVM/clang, see below. > /scratch/user/download/release_30/build/Debug/bin/clang -cc1 -internal-isystem > /scratch/user/download/release_30/build/Debug/bin/../lib/clang/3.0/include > /scratch/user/download/release_30/llvm/tools/clang/test/Preprocessor/macro_paste_c_block_comment.c > > > -Eonly 2>&1 | not grep

I think I am missing something with the chol() function. Here is my calculation: ? > mat ???? [,1] [,2] [,3] [,4] [,5] [1,]??? 1??? 3??? 0??? 0??? 0 [2,]??? 0??? 1??? 0??? 0??? 0 [3,]??? 0??? 0??? 1??? 0??? 0 [4,]??? 0??? 0??? 0??? 1??? 0 [5,]??? 0??? 0??? 0??? 0??? 1 > eigen(mat) $values [1] 1 1 1 1 1 $vectors ???? [,1]????????? [,2] [,3] [,4] [,5] [1,]??? 1 -1.000000e+00??? 0??? 0??? 0

Hallo all, I have the following glm model: f1 <- as.formula(paste("factor(y.fondi)~", "flgsess + segmeta2 + udm + zona.geo + ultimo.prod.", "+flg.a2 + flg.d.na2 + flg.v2 + flg.cc2", " +(flg.a1 + flg.d.na1 + flg.v1 + flg.cc1)^2", " + flg.a2:flg.d.na2 + flg.a2:flg.v2 +

Hi Everyone, Just a minor point, but could chol() be changed to include the dimnames of the original matrix? This will ensure that x and t(R) %*% R have the same dimnames, where R <- chol(x). So we just need to insert if (!is.null(dx <- dimnames(x))) dimnames(z$v) <- dx ahead of the return. Cheers, Jonathan. Jonathan Rougier Science Laboratories