Displaying 20 results from an estimated 10000 matches similar to: "lm - Generalized Inverse"
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
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
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
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
2012 Mar 14
2
Moore-Penrose Generalized determinant?
Is there a function in R to calculate the generalized determinant of a
singular matrix? - similar to the ginv() used to compute the generalized
inverse.
I can't seem to find any R related posts at all.
Thanks in advance,
Sean O'Riordain
Trinity College Dublin
--
View this message in context: http://r.789695.n4.nabble.com/Moore-Penrose-Generalized-determinant-tp4471629p4471629.html
Sent
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
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
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
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
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
2005 Dec 12
2
Bivariate Splines in R
Hi..,
is there a function in R to fit bivariate splines
?
I came across 'polymars' (POLSPLINE) and 'mars' (mda)
packages. Are these the one to use or are there other
specific commands?
Thanks.
Harsh
2001 Oct 18
0
General Matrix Inverse
Generalised Inverse:
The Moore-Penrose Generalisied Inverse is probably better defined as a
pseudo-Inverse that arises in solving least squares problems.
Another well known pseudo-Inverse is the so-called Drazin pseudo-Inverse.
If memory serves (and it's been 10-12 years!) it can be obtained via a
diagonalisation.
Anyway, I dare say Prof. Ripley (among others) probably has "all the
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
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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
---------------------------------
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2011 Aug 16
2
generalized inverse using matinv (Design)
i am trying to use matinv from the Design package
to compute the generalized inverse of the normal equations
of a 3x3 design via the sweep operator.
That is, for the linear model
y = ? + x1 + x2 + x1*x2
where x1, x2 are 3-level factors and dummy coding is being used
the matrix to be inverted is
X'X =
9 3 3 3 3 3 3 1 1 1 1 1 1 1 1 1
3 3 0 0 1 1 1 1 0 0 1 0 0 1 0 0
3 0 3 0 1 1 1 0 1 0 0 1
2003 Aug 14
0
How to get the pseudo left inverse of a singular square m 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 matrix, and G satisfy AGA = A, then G is called
2003 Aug 14
2
How to get the pseudo left inverse of a singular square matrix?
Dear R-listers,
I have a dxr matrix Z, where d > r.
And the product Z*Z' is a singular square matrix.
The problem is how to get the left inverse U of this
singular matrix Z*Z', such that
U*(Z*Z') = I?
Is there any to figure it out using matrix decomposition method?
Thanks a lot for your help.
Fred
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
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]
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