Displaying 20 results from an estimated 1000 matches similar to: "Moore-Penrose Generalized determinant?"
1999 Jun 30
1
qr and Moore-Penrose
> Date: Wed, 30 Jun 1999 11:12:24 +0200 (MET DST)
> From: Torsten Hothorn <hothorn at amadeus.statistik.uni-dortmund.de>
>
> yesterday I had a little shock using qr (or lm). having a matrix
>
> X <- cbind(1,diag(3))
> y <- 1:3
>
> the qr.coef returns one NA (because X is singular). So I computed the
> Moore-Penrose inverse of X (just from the
2009 Feb 04
1
reference for ginv
?ginv provides 'Modern Applied Statistics with S' (MASS), 3rd, by
Venables and Ripley as the sole reference.
I happen to have this book (4th ed) on loan from our library, and as far
as I can see, ginv is mentioned there twice, and it is *used*, not
*explained* in any way. (It is used on p. 148 in the 4th edition.)
ginv does not appear in the index of MASS. ginv is an implementation of
2004 Feb 06
1
How to get the pseudo left inverse of a singular squarem atrix?
>I'm rusty, but not *that* rusty here, I hope.
>
>If W (=Z*Z' in your case) is singular, it can not
have >inverse, which by
>definition also mean that nothing multiply by it will
>produce the identity
>matrix (for otherwise it would have an inverse and
>thus nonsingular).
>
>The definition of a generalized inverse is something
>like: If A is a
>non-null
2009 Aug 31
2
Problem in matrix definition?
I'm implementing a function to compute the moore-penrose inverse, using a code from the article: Fast Computation of Moore-Penrose Inverse Matrices. Neural Information Processing - Letters and Reviews. Vol.8, No.2, August 2005
However, the R presents an error message when I use the geninv.
The odd thing is that the error occurs for some arrays, however they have the same size. And the R
2004 Mar 25
1
g-inverse question
I am using the ginv function from MASS and have run across this problem
that I do not understand. If I define the matrix A as below, its
g-inverse does not satisfy the Moore-Penrose condition
A %*% ginv(A) %*% A = A.
The matrix A is X'WX in a quadratic regression using some very large
dollar values.
The much simpler matrix B does satisfy the MP condition. Am I doing
something wrong? Is
2005 Oct 15
1
solve() versus ginv()
Dear All,
While inverting a matrix the following error appears on my console:
Error in solve.default(my_matrix) : Lapack routine dgesv: system is exactly singular
With this respect, I have been replacing the solve() function with ginv(): the Moore-Penrose generalized inverse of a matrix.
These are the questions I would like to ask you:
1. Would you also replace solve() with ginv() in
2001 Oct 18
1
AW: General Matrix Inverse
Thorsten is right. There is a direct formula for computing the Moore-Penrose
inverse
using the singular value composition of a matrix. This is incorporated in
the following:
mpinv <- function(A, eps = 1e-13) {
s <- svd(A)
e <- s$d
e[e > eps] <- 1/e[e > eps]
return(s$v %*% diag(e) %*% t(s$u))
}
Hope it helps.
Dietrich
2000 Sep 29
2
Matrix inversion
I cannot find what is the function label for matrix inversion in R. I have
found 'ginv' for the moore-penrose in the MASS package, but there is
probably a simple inversion operator in the base package. Where can I find
it?
____________________________________________
Yvonnick Noel, PhD.
University of Lille 3
Department of Psychology
F-59653 Villeneuve d'Ascq Cedex
(+33) 320 41 63 48
2012 Dec 05
1
Understanding svd usage and its necessity in generalized inverse calculation
Dear R-devel:
I could use some advice about matrix calculations and steps that might
make for faster computation of generalized inverses. It appears in
some projects there is a bottleneck at the use of svd in calculation
of generalized inverses.
Here's some Rprof output I need to understand.
> summaryRprof("Amelia.out")
$by.self
self.time self.pct
2008 Feb 23
1
ginv and matlab's pinv give different results
Dear all;
I'm kind of confused with the results obtained using the ginv function
from package MASS and pinv function from Matlab. Accroding to the
documentation both functions performs a Moore-Penrose generalized
inverse of a matrix X. The problem is when I change the tolerance
value, say to 1E-3.
Here is some output from ginv
195.2674402 235.6758714 335.0830253 8.977515484 -291.7798965
2003 Oct 15
3
r-ish ? how can i improve my code?
Hi Folks,
I'm trying to learn R. One of my intentions is to do some Monte-Carlo
type modelling of road "accidents".
Below, to simplify things, I've appended a little program which does a
'monte-carlo' type simulation. However, it is written in a way which
seems a bit un-natural in R. Could someone help me make this a bit more
R-ish please?
Or is there a
2012 Dec 12
3
R-2.15.2 changes in computation speed. Numerical precision?
Speaking of optimization and speeding up R calculations...
I mentioned last week I want to speed up calculation of generalized
inverses. On Debian Wheezy with R-2.15.2, I see a huge speedup using a
souped up generalized inverse algorithm published by
V. N. Katsikis, D. Pappas, Fast computing of theMoore-Penrose inverse
matrix, Electronic Journal of Linear Algebra,
17(2008), 637-650.
I was so
2008 Dec 01
1
trivial spelling correction
Good evening,
Spotted a very minor spelling mistake in the source for the grep help.
And thanks to R-Core for all their work - it's a tribute to R-Core,
that these sort of "problems" are rare indeed.
Best regards,
Sean O'Riordain
Dublin
sean at sean7:~/R/RSVN/R/trunk/src/library/base/man$ svn diff
Index: grep.Rd
2008 Mar 28
1
cpu usage high with windows change dir / winDialogString (PR#11045)
Good afternoon,
This is possibly a windows only bug, definitely of comparatively low
importance - but for the sake of completeness here we go. I've
searched http://bugs.R-project.org/ etc., but can find no mention.
For RGui.exe, the CPU usage goes to 100% for certain dialog boxes for
the duration that the dialog box is visible, e.g.
* check CPU usage is low
* On the RGui.exe menu chose
2006 May 11
4
data input strategy - lots of csv files
Good morning,
I have currently 63 .csv files most of which have lines which look like
01/06/05,23445
Though some files have two numbers beside each date. There are
missing values, and currently the longest file has 318 rows.
(merge() is losing the head and doing runaway memory allocation - but
thats another question - I'm still trying to pin that issue down and
make a small repeatable
2011 Mar 07
1
a numeric problem
### An numeric problem in R ########
###I have two matrix one is##########
A <- matrix(c(21.97844, 250.1960, 2752.033, 29675.88, 316318.4, 3349550,
35336827,
24.89267, 261.4211, 2691.009, 27796.02, 288738.7, 3011839,
31498784,
21.80384, 232.3765, 2460.495, 25992.77, 274001.6, 2883756,
30318645,
39.85801, 392.2341, 3971.349, 40814.22, 423126.2,
2011 May 22
2
Finding solution set of system of linear equations.
I have a simple system of linear equations to solve for X, aX=b:
> a
[,1] [,2] [,3] [,4]
[1,] 1 2 1 1
[2,] 3 0 0 4
[3,] 1 -4 -2 -2
[4,] 0 0 0 0
> b
[,1]
[1,] 0
[2,] 2
[3,] 2
[4,] 0
(This is ex Ch1, 2.2 of Artin, Algebra).
So, 3 eqs in 4 unknowns. One can easily use row-reductions to find a
homogeneous solution(b=0) of:
X_1
2008 Mar 19
1
running balance down a dataframe referring back to previous row
Good morning, I've searched high and low and I've tried many different ways
of doing this, but I can't seem to get it to work.
I'm looking for a way of vectorising a "running balance"; i.e. the value in
the first row of the dataframe is zero, and following rows add to this
running balance. This is easy to write in a loop, but I can't seem to get
it working in
2005 Aug 09
2
connexion problem getHdata (HMisc)
**********************************************************************
This email and any files transmitted with it are confidential and
intended solely for the use of the individual or entity to whom they
are addressed. If you have received this email in error please notify
the system manager.
**********************************************************************
Hi
Just installing R and some
2000 Nov 30
3
g-inverse
Is there any routine to obtain a g-inverse
of a matrix in R or S-PLUS?
Tapio Nummi
University of Tampere
Finland
-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !) To: