similar to: Matrix decomposition: orthogonal complement

Hi I need advice regarding constraint optimization with large number of variables. I need to solve the following problem max f(x1,...,xn) x1,..xn x1=g1(x1,...,xn) . . xn=gn(x1,...,xn) I am using Rdonlp2 package which works well until 40 variables in my case. I need to solve this problem with over 300 variables. In this case Rdonlp2 is very very slowly. I know

I am a new R-language user. I have set up a data frame "mydata",one of the colume of which is "skill". Now I want to select the observations whose "skill" value is equal to 1,by what command can I get it?

Hi, i have compile and built the llvm-gcc4 and llvm 1.8a in my machine, but there is some problem about llvm-gcc4. It can not compile a cpp code like this: #include <iostream> using std::cout; using std::endl; int main() { cout << "Hello" << endl; } $llvm-g++ hello.cc -o hello /developer/zsth/llvm-gcc/install/bin/../lib/gcc/i686-pc-linux-gnu/4.0.1/../../..

Switch the 53c700 driver to only use non-coherent descriptor memory if it really has to because dma_alloc_coherent fails. This doesn't matter for any of the platforms it runs on currently, but that will change soon. To help with this two new helpers to transfer ownership to and from the device are added that abstract the syncing of the non-coherent memory. The two current bidirectional cases

Hi all, I'm new with R (and S), and relatively new to statistics (I'm a computer scientist), so I ask sorry in advance if my question is silly. My problem is this: I have a (sample of a) discrete time stochastic process {X_t} and I want to estimate Pr{ X_t | X_{t-l_1}, X_{t-l_2}, ..., X_{t-l_k} } where l_1, l_2, ..., l_k are some fixed time lags. It will be enough for me to compute

Hi, I would like to generate a correlation matrix with a particular structure. For example, a 3n x 3n matrix : A_(nxn) aI_(nxn) bI_(nxn) aI_(nxn) A_(nxn) cI_(nxn) aI_(nxn) cI_(nxn) A_(nxn) where - A_(nxn) is a *specified* symmetric, positive definite nxn matrix. - I_(nxn) is an identity matrix of order n - a, b, c are (any) real numbers Many attempts have been unsuccessful because a

I am used to using the [R] function choose.files() for interactive file selection in MS-Windows. What is the comparable function in Linux? I expected the function file.choose() to display similar behavior, i.e., a graphical interface diplaying a file listing, but all I seem to get is a "text input prompt". This does not seem correct. > file.choose() Enter file

Dear All I am kind of stuck up with a code a part of which seems to be causing a problem, or at least I think so. May be the community can help me. It’s simple but I suppose I am missing something. I generate a data matrix X, say of order n*p, where n represents independent row-vectors and p correlated col vectors. Let the row representation be X = (X’_1, . . ., X’_n)’. I generate the

Windows-32 has a time structure called FILETIME, a 64-bit value representing the number of 100-nanosecond intervals since January 1, 1601 (UTC). That is not a typo, the year is 1601. Does anyone have a clue(or algorhithm)for how this is converted to something a little more POSIX-like ? Thank you, Derek -- Derek N. Eder Gothenburg University VINKLA - Vigilance and Neurocognition

Hello, Say one starts with creating an archive rsync work -> archive and periodically (below, i = 1 to N) does rsync --backup-dir=a_<i> work -> archive and rsync --compare-dest=archive work -> b_<i> Then suppose one wants to recover the work directory as it was at time k. Using the b_<i> directories, one would merely merge

Hi all, I am trying to minimize the quardratic form w'Aw, with certain constraints. In particular, (1) A=(a_{ij}) is n by n matrix and it is symmetric positive definite, a_{ii}=1 for all i; and 0<a_{ij}<1 for i not equal j. (2) w'1=n; (3) w_{i}>=0 Analytically, for n=2, it is easy to come up with a result. For larger n, it seems difficult to obtain

rkotler at mipsswbrd006-le:~/caviumllvm/build/test$ make Making LLVM 'lit.site.cfg' file... Making LLVM unittest 'lit.site.cfg' file... ( ulimit -t 600 ; ulimit -d 512000 ; ulimit -m 512000 ; ulimit -s 8192 ; \ /usr/bin/python /home/rkotler/workspace/llvm/utils/lit/lit.py -s -v . ) XPASS: LLVM :: tools/llvm-cov/llvm-cov.test (8916 of 9784) ******************** TEST

Greetings, Sorry, the last message was sent by mistake! Here it is again: I encounter a strange problem computing some numerical integrals on [0,oo). Define $$ M_j(x)=exp(-jax) $$ where $a=0.08$. We want to compute the $L^2([0,\infty))$-inner products $$ A_{ij}:=(M_i,M_j)=\int_0^\infty M_i(x)M_j(x)dx $$ Analytically we have $$ A_{ij}=1/(a(i+j)). $$ In the code below we compute the matrix

Given an nxm matrix A I want to compute the nxm matrix B whose ij-th element is the sum of the elements of A lying on the diagonal that ends with element ij, i.e., b_ij = a_ij + a_(i-1)(j-1) + a_(i-2)(j-2) + ... In APL (which I no longer use), I would use the 'rotate' operator to derive an array whose columns are diagonals of the given array and then cumulate down columns. Is

Dear R People: Could someone recommend a good c/c++ code (or Fortran) for LU decomposition, please? Sorry to bother about this. I'm trying to do some "non-R" work that requires a matrix inversion. Thanks, Erin -- Erin Hodgess Associate Professor Department of Computer and Mathematical Sciences University of Houston - Downtown mailto: erinm.hodgess at gmail.com

To all moderators i guess, my question was probably not clear this is not a homework, i am trying to understand R by doing some exercise in my book. I will however participate a course in R in august and thought it could be good to have some knowledge before. I hoped for help from you since i have no instructor to ask, that would have been my first choice. thanks anyway Lotta

Dear all, does anyone know if there exists an effort to bring some kind of distributed computing to R? The most simple functionality I'm after is to be able to explicitly perform a task on a computing server. Sorry if this is a non-informed newbie question... Best regards Anders Sj?gren PhD Student Dept. of Mathematical Statistics Chalmers University of Technology Gothenburg, Sweden

Hi, I'd like to know if it is possible to use wildcards * for indexing... E.g. I have a vector of strings. Now I'd like to select all elements which start with A_*? I'd also need to combine that with logical operators: "Select all elements of a vector that start with A (A*) OR that start with B (B*)" Probably that is quite easy. I looked into grep() which I think might

I have successfully installed Samba 2.2.7a as a PDC and has added the "add user script" to automatically create machine accounts. This worked very well when I added my client machine the first time. It successfully joined the domain and I was able to login as a user. I then removed the machine from the domain and put it in an unrelated workgroup and then tried to re-join the Samba

I wrote some functions for multiway CANDECOMP, i.e. for least squares fitting of a_{i_1\cdots i_m}\approx\sum_{s=1}^p x^1_{i_1s}x^1_{i_1s}\cdots x^m_{i_ms} with arrays of arbitrary dimension. Reminded me of the good old APL days. I could not find this in the archives, but if it's already there, I would appreciate if someone let me know.