Displaying 20 results from an estimated 2000 matches similar to: "svd error"
2003 Jul 11
2
using SVD to get an inverse matrix of covariance matrix
Dear R-users,
I have one question about using SVD to get an inverse
matrix of covariance matrix
Sometimes I met many singular values d are close to 0:
look this example
$d
[1] 4.178853e+00 2.722005e+00 2.139863e+00
1.867628e+00 1.588967e+00
[6] 1.401554e+00 1.256964e+00 1.185750e+00
1.060692e+00 9.932592e-01
[11] 9.412768e-01 8.530497e-01 8.211395e-01
8.077817e-01 7.706618e-01
[16]
2019 Jul 17
2
MKL with latest Rs
Dear R-devel team,
I've encountered problems with recent Rs (>= 3.5.3) and MKL. I've followed
Dirk's (http://dirk.eddelbuettel.com/blog/2018/04/15/) and Intel's (
https://software.intel.com/en-us/articles/quick-linking-intel-mkl-blas-lapack-to-r)
instructions and many versions of MKL. All works fine in my Ubuntu 18
setup for R 3.5.2 and older. Carrying out the install and
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
2016 Apr 20
0
Solving sparse, singular systems of equations
> On 20 Apr 2016, at 13:22, A A via R-help <r-help at r-project.org> wrote:
>
>
>
>
> I have a situation in R where I would like to find any x (if one exists) that solves the linear system of equations Ax = b, where A is square, sparse, and singular, and b is a vector. Here is some code that mimics my issue with a relatively simple A and b, along with three other
2013 Jan 14
1
ginv / LAPACK-SVD causes R to segfault on a large matrix.
Dear R-help list members,
I am hoping to get you help in reproducing a problem I am having That is
only reproducible on a large-memory machine. Whenever I run the following
lines, get a segfault listed below:
*** caught segfault ***
address 0x7f092cc46e40, cause 'invalid permissions'
Traceback:
1: La.svd(x, nu, nv)
2: svd(X)
3: ginv(bigmatrix)
Here is the code that I run:
2016 Apr 20
1
Solving sparse, singular systems of equations
Thanks for the help. Sorry, I am not sure why it looks like that in the mailing list - it looks much more neat on my end (see attached file).
On Wednesday, April 20, 2016 2:01 PM, Berend Hasselman <bhh at xs4all.nl> wrote:
> On 20 Apr 2016, at 13:22, A A via R-help <r-help at r-project.org> wrote:
>
>
>
>
> I have a situation in R where I would like to
2010 Oct 19
3
scatter.smooth() fitted by loess
Hi there,
I would like to draw a scatter plot and fit a smooth line by loess.
Below is the data.
However, the curve line started from 0, which my "resid" list doesn't
consist of 0 value.
It returned some warnings which I don't know if this is the reason
affecting such problem. Here I also attached the warning messages.
Please let me know if there is a solution to fix this. Thank
2004 Jul 06
2
Generate a matrix Q satisfying t(Q)%*%Q=Z and XQ=W
Hello,
I have a question that is not directly related to R ... but I try to do it
in R ;-) :
I would like to generate a matrix Q satisfying (for a given Z, X and W) the
two following conditions:
t(Q)%*%Q=Z (1)
XQ=W (2)
where:
Q is m rows and r columns
X is p rows and m columns
D is p rows and r columns
C is r rows and r columns
with m>p,r
e.g:
m=6,
p=2
r=3
2016 Apr 20
6
Solving sparse, singular systems of equations
I have a situation in R where I would like to find any x (if one exists) that solves the linear system of equations Ax = b, where A is square, sparse, and singular, and b is a vector. Here is some code that mimics my issue with a relatively simple A and b, along with three other methods of solving this system that I found online, two of which give me an error and one of which succeeds on the
2004 Oct 05
2
Nelson-Aalen estimator in R
Hi,
I am taking a survival class. Recently I need to do the Nelson-Aalen
estimtor in R. I searched through the R help manual and internet, but could
not find such a R function. I tried another way by calculating the
Kaplan-Meier estimator and take -log(S). However, the function only
provides the summary of KM estimator but no estimated values. Could you
please help me with this? I would
2008 Jul 06
1
lattice smooth problem?
Dear friends - I'm on windows, R 2.7.0
I try again asking if anyone can explain why a single pig of 16 makes so
wild swings.
Warnings are issued, and they are
1: pseudoinverse used at 482.1
2: neighborhood radius 242.1
3: reciprocal condition number 0
4: at 360
5: radius 14400
6: all data on boundary of neighborhood. make span bigger
7: There are other near singularities as well. 14400
8:
2009 Feb 06
1
Linear model: contrasts
Hey,
I am modelling a linear regression Y=X*B+E. To compute the effect of ?group? the B-values of the regressors/columns that code the interaction effects (col. 5-8 and col. 11-14, see below) have to be weighted with non-zero elements within the contrast "Group 1" minus "Group 2" (see below). My first understanding was that the interaction effects add up to zero in each group.
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
2002 Apr 01
3
svd, La.svd (PR#1427)
(I tried to send this earlier, but it doesnt seem to have come through,
due to
problems on my system)
Hola:
Both cannot be correct:
> m <- matrix(1:4, 2)
> svd(m)
$d
[1] 5.4649857 0.3659662
$u
[,1] [,2]
[1,] -0.5760484 -0.8174156
[2,] -0.8174156 0.5760484
$v
[,1] [,2]
[1,] -0.4045536 0.9145143
[2,] -0.9145143 -0.4045536
> La.svd(m)
$d
[1]
2008 May 16
1
Dimensions of svd V matrix
Hi,
I'm trying to do PCA on a n by p wide matrix (n < p), and I'd like to
get more principal components than there are rows. However, svd() only
returns a V matrix of with n columns (instead of p) unless the argument
nv=p is set (prcomp calls svd without setting it). Moreover, the
eigenvalues returned are always min(n, p) instead of p, even if nv is set:
> x <-
2000 Aug 10
1
svd error (PR#631)
--=====================_24736660==_
Content-Type: text/plain; charset="iso-8859-1"; format=flowed
Content-Transfer-Encoding: quoted-printable
SVD-Error on
R 1.1.0
Windows 98
I get the following error applying svd on a positive definite matrix :
> sk2
[,1] [,2] [,3] [,4] [,5]
[1,] 1.0460139783 0.084356992 -2.810553e-04
2010 Nov 21
3
Can't invert matrix
Hi,
I'm trying to use the solve() function in R to invert a matrix. I get
the following error, "Lapack routine dgesv: system is exactly singular"
However, My matrix doesn't appear to be singular.
[,1] [,2] [,3] [,4]
[1,] 0.99252358 0.93715047 0.7540535 0.4579895
[2,] 0.01607797 0.09616267 0.2452471 0.3088614
[3,] 0.09772828 0.58451468 1.4907090
2008 Apr 15
1
SVD of a variance matrix
Hello!
I suppose this is more a matrix theory question than a question on R,
but I will give it a try...
I am using La.svd to compute the singular value decomposition (SVD) of
a variance matrix, i.e., a symmetric nonnegative definite square
matrix. Let S be my variance matrix, and S = U D V' be its SVD. In my
numerical experiments I always got U = V. Is this necessarily the
case? Or I might
2010 Sep 22
3
eigen and svd
Dear R-helpers,
could anybody explain me briefly what is the difference between
eigenvectors returned by 'eigen' and 'svd' functions and how they are
related?
Thanks in advance
Ondrej Mikula
2013 Apr 08
3
SVD on very large data matrix
Dear All,
I need to perform a SVD on a very large data matrix, of dimension ~ 500,000 x 1,000 , and I am looking
for an efficient algorithm that can perform an approximate (partial) SVD to extract on the order of the top 50
right and left singular vectors.
Would be very grateful for any advice on what R-packages are available to perform such a task, what the RAM requirement is, and indeed what