similar to: Inverting a square matrix using solve() with LAPACK=TRUE (PR#13762)

Displaying 20 results from an estimated 200 matches similar to: "Inverting a square matrix using solve() with LAPACK=TRUE (PR#13762)"

2009 Jun 18
1
Inverting a square... (PR#13762)
Refiling this. The actual fix was slightly more complicated. Will soon be committed to R-Patched (aka 2.9.1 beta). -p rvaradhan at jhmi.edu wrote: > Full_Name: Ravi Varadhan > Version: 2.8.1 > OS: Windows > Submission from: (NULL) (162.129.251.19) >=20 >=20 > Inverting a matrix with solve(), but using LAPACK=3DTRUE, gives erroneo= us > results: Thanks, but there seems
2009 Jun 18
0
Inverting a square matrix using solve() with LAPACK=TRUE (PR#13765)
rvaradhan at jhmi.edu wrote: > Full_Name: Ravi Varadhan > Version: 2.8.1 > OS: Windows > Submission from: (NULL) (162.129.251.19) > > > Inverting a matrix with solve(), but using LAPACK=TRUE, gives erroneous > results: Thanks, but there seems to be a much easier fix. Inside coef.qr, we have coef[qr$pivot, ] <- .Call("qr_coef_real", qr, y, PACKAGE =
2009 Jun 17
3
Matrix inversion-different answers from LAPACK and LINPACK
Hello. I am trying to invert a matrix, and I am finding that I can get different answers depending on whether I set LAPACK true or false using "qr". I had understood that LAPACK is, in general more robust and faster than LINPACK, so I am confused as to why I am getting what seems to be invalid answers. The matrix is ostensibly the Hessian for a function I am optimizing. I want to get
2010 Dec 06
1
use pcls to solve least square fitting with constraints
Hi, I have a least square fitting problem with linear inequality constraints. pcls seems capable of solving it so I tried it, unfortunately, it is stuck with the following error: > M <- list() > M$y = Dmat[,1] > M$X = Cmat > M$Ain = as.matrix(Amat) > M$bin = rep(0, dim(Amat)[1]) > M$p=qr.solve(as.matrix(Cmat), Dmat[,1]) > M$w = rep(1, length(M$y)) > M$C = matrix(0,0,0)
2019 Nov 05
3
newbie question on a dovecot buffer
Hi apologies for what will seem a daft question I'm getting problems with my mail provider who is using dovecot. I've loaded Dovecot on a 8 core ARMHF SBC version 2.2.33.2 on Ubuntu 18.04. The SBC is headless. and the load looks very light and only needs to store/cache 4GB of mail Can I use Dovecot as a buffer between my mail providers Dovecot servers and the several IMAP mail clients
2007 Sep 01
1
row echelon form
Hi everyone, I am looking to use R as a MATLAB replacement for linear algebra. I've done a fairly good job for finding replacements for most of the functions I'm interested in, I John Fox wrote a program for implementing the reduced row echelon form of a matrix (by doing the Gauss-Jordan elimination). I modified it a bit: rref <- function(A,
2018 Jan 30
0
Quantitative Risk Analysis with R Course 5/1/18 to 5/4/18
Quantitative Risk Analysis with R May 1-4, 2018 Fort Collins, Colorado, USA Join us this spring for our QRA with R training. Our class will focus on applied risk modeling methods using the R statistical language and will cover the core principles of QRA and Monte Carlo simulation modeling. Both Bayesian and frequentist methods will be discussed. This class is very popular with a variety of
2002 Jun 12
3
How does R compares for speed?
Hi, For those who are interested, I have update my R benchmark (to version 1.5.0) and also to Splus 6. They are available at: http://www.sciviews.org/other/benchmark.htm. A comparison is made between Matlab (5.3 & 6), R 1.5.0, Splus 6 rel 2, O-Matrix 5.1, Octave 2.1.31, Scilab 2.6, Rlab 2.1 and OX 3.00 under Windows 2000 pro. Overall, R is not the fastest package, but it is one of the
2001 Feb 16
1
Sub_scribe and a question
Dear all, I am trying to get an estimate of the intercept for a linear model. In this case, I know the slope of the model, can anyone tell me how to constrain the formula in lm() so that it only estimates the intercept not the slope? Many thanks in advance, Sincerely, Liqing Zhang Dept. of Eco. Evol. Biol. Univ. of CA, Irvine email: lzhang at uci.edu >From VM Mon Apr 30 08:18:45 2001
2006 Jan 12
1
follow-up on qr.coef bug (PR#8478)
The bug I submitted yesterday (It's not entered in the bug data base, so I have no ID for it) included a suggested fix that is not correct. It worked for the examples I gave because there was no pivoting in fact, or only pivot permutations that were idempotent. A correction that works in general on the examples I gave makes these two changes in qr.coef(): ## coef[qr$pivot, ]
2017 Nov 06
0
QRA with R Course 12-4 to 12-7-17 - Ft. Collins, CO
Quantitative Risk Analysis with R Fort Collins, Colorado, USA December 4-7, 2017 This course will cover the core principles of quantitative risk analysis and Monte Carlo simulation modeling. The focus of the course is on how to conduct accurate and effective quantitative risk analyses, including best practices of risk modeling, selecting the appropriate distribution, using data and expert
2016 Dec 20
0
EpiX Analytics-QRA Consultant Position
Position: Quantitative Risk Analysis Consultant APPLICATIONS RECEIVED UNTIL JANUARY 9TH, 2017 Location: Fort Collins, CO (physical presence required) Position type: Full time We are a Colorado-based specialist risk and decision modeling consulting and research firm, with diverse experience and skills. We are seeking to fill a full-time position as a Quantitative Risk Analysis Consultant, to
2006 Apr 12
2
Inverting validates_format_of
I''ve got a regex validation on one of the inputs to my application, a file path. Now these only ever come from trusted users (administrators), but it would still be good to catch the most obvious attempts at directory traversal, etc. I''ve already got a regex that only allows \w then -, . and /. However, I want to stop two dots in a row, so I was wondering how to make the
2004 Nov 03
1
Inverting filters
How to invert match parameter? Like this: tc filter add dev eth0 protocol ip parent 1: prio 1 u32 \ match ip src 10.20.30.40 \ match ip dst !10.30.0/24 \ match ip dst !10.40.0/24 \ flowid 1:20 _______________________________________________ LARTC mailing list / LARTC@mailman.ds9a.nl http://mailman.ds9a.nl/mailman/listinfo/lartc HOWTO: http://lartc.org/
2006 Jun 25
1
Inverting a large Matrix (14000 x 14000)
Hi.. I have to invert a 15000 x 15000 matrix (generalized inverse). I do run the process on a fairly powerful computer. but still complains indufficient memory. Is there a way one can invert a large matrix in some other efficient manner. Thanks Harsh --------------------------------- [[alternative HTML version deleted]]
2018 Apr 04
0
[Bug 1241] New: Please support inverting filters
https://bugzilla.netfilter.org/show_bug.cgi?id=1241 Bug ID: 1241 Summary: Please support inverting filters Product: conntrack-tools Version: unspecified Hardware: All OS: All Status: NEW Severity: enhancement Priority: P5 Component: conntrack Assignee: netfilter-buglog at
2000 Aug 04
1
Inverting matrix...
Dear all, Either I'm being totally blind now (as you know, the eyes are the first thing that is blinded :-)), or something is missing in "An Introduction to R". The section heading of section 5.7.1 is "Multiplication, inversion and solving linear equations", and since I was looking for the canonical way of inverting a matrix, this was the place to look. However, I found
2002 Apr 26
0
[OT] Inverting sparse matrices
Sorry for the way off-topic post, but this list has the highest concentration of statistical computing gurus anywhere. I'm looking for a C routine for efficiently inverting large, sparse matrices (at least 6000 x 6000 and potentially as large as 20,000 x 20,000 with perhaps 80% of the off-diagonal elements empty). I looked in http://gams.nist.gov/serve.cgi/Class/D2a4/ but I have no way of
2009 Apr 05
1
inverting a table
Is there an easy way to invert a table? (not to solve for the inverted matrix, just swap rows for columns & vice versa). I've gone through my data manipulation bible (Phil Spector's book), but to no avail. [[alternative HTML version deleted]]
2010 Jul 03
1
Inverting a scale(X)
G'day, All. I have been trying to trackdown a problem in my R analysis script. I perform a scale() operation on a matrix then do further work. Is there any way of inverting the scale() such that sX <- scale(X) Xprime <- inv.scale(x); # does inv.scale exist? resulting in Xprime_{ij} == X_{ij} where Xprime_{ij} \in R There must be some way of doing it but I'm such a newb