Displaying 20 results from an estimated 800 matches similar to: "problem with generalized singular value decomposition using LAPACK"
2004 Aug 30
3
Generalized Singular Value Decomposition (GSVD)
Dear R-users,
I couldn't find a function or some help in R-project web about the
Generalized Singular Value Decomposition. In MatLab there is a simple
function for this algebric issue (gsvd). Is there anything like that in R?
And, if not, could you help me to apply this method in R?
Thanks in advance, Giancarlo
+++++
This mail has been sent through the MPI for Demographic Rese...{{dropped}}
2011 Nov 30
2
Generalized singular value decomposition
Hello,
I would like to perform a generalized singular value decomposition with
R. The only possibility I found is "GSVD" that is based on LAPACK/BLAS.
Are there other possibilities too?
If not, has anybody used LAPACK/BLAS under Windows XP? How can I install
them? Following [1] did not help.
I hope this is the right place for my question.
Thank you very much!
Oana Tomescu
[1]
2006 Apr 26
0
Generalized SVD
Hi,
I need to computed the GSVD of two matrices. For doing so I used in my C
code the lapack routine dggsvd. But when I source my file gsvd.R I have
the following error:
Error in eval.with.vis(expr, envir, enclos) :
BLAS/LAPACK routine 'DGGSVD' gave error code -1
Is there a problem with the parameters passed through the gsvd.R script?
Is there a problem within the C script?
2006 Sep 01
1
Help with singular value decomposition
Hi wizards, I have seen the function svd of R for singular value
decomposition, but I need to computes the ``economy size'' or ``thin''
singular value decomposition of a matrix in R. Somebody knows how to
do that?. Thanks in advance.
--
Web Page
http://geocities.com/lord_tyranus_96/
2010 Jan 02
0
Query: sampling from a multivariate normal distribution using the singular value decomposition
Dear R-list users,
this question is not strictly related to R, but hopefully somebody will be able to answer.
In a schematic way, which is the algorithm to sample from a multivariate normal distribution using the singular value decomposition?
thank you for your help
Stefano
AVVISO IMPORTANTE: Questo messaggio di posta elettronica pu? contenere informazioni confidenziali, pertanto ? destinato
2009 Jan 26
0
Spectral analysis with mtm-svd Multi-Taper Method Combined with Singular Value Decomposition
Hi list,
Does anyone know if there is a library in R that does MTM-SVD method for
spectral analysis?
Thanks
-----
Yasir H. Kaheil
Columbia University
--
View this message in context: http://www.nabble.com/Spectral-analysis-with-mtm-svd-Multi-Taper-Method-Combined-with-Singular-Value-Decomposition-tp21671934p21671934.html
Sent from the R help mailing list archive at Nabble.com.
2013 Aug 08
1
Reason for difference in singular value decomposition produced by function La.svd (via prcomp)?
Dear expeRts,
I have run some simulations under R 2.15.1 on a Mac, and I have rerun a
sample of them under R 3.0.1 on Windows (and also for comparison under
R2.14.1 on Windows). For most cases, I get exactly the same results in
all three runs. However, for those cases that depend on principal
components computed with prcomp, where the particular choice of the
orthogonalization is arbitrary
2013 Aug 08
1
Reason for difference in singular value decomposition produced by function La.svd (via prcomp)?
Dear expeRts,
I have run some simulations under R 2.15.1 on a Mac, and I have rerun a
sample of them under R 3.0.1 on Windows (and also for comparison under
R2.14.1 on Windows). For most cases, I get exactly the same results in
all three runs. However, for those cases that depend on principal
components computed with prcomp, where the particular choice of the
orthogonalization is arbitrary
2010 Jun 04
1
sem R: singular and Could not compute QR decomposition of Hessian
Can somebody help me with the following issue (SEM in R), please:
When I run the model (includes second order models) in R, it gives me the following:
1) In sem.default(ram = ram, S = S, N = N, param.names = pars, var.names = vars, :
Could not compute QR decomposition of Hessian.
Optimization probably did not converge.
2) I have aliased parameters and NaNS
or sometimes when
2012 Jan 10
1
Lapack routine dgesv: system is exactly singular
Hi
I have a problem with this error, I have searched the archives and found
previous discussion about this, can I cannot understand how the explanations
apply to what I am trying to do.
I am trying to do Log_rank Survival analysis, I have included tables and str
command, is it a factor/integer problem? If so how do I correct this, as all
my attempt to recode the data have failed.
>
2012 Feb 28
1
Error in solve.default(res$hessian * n.used) :Lapack routine dgesv: system is exactly singular
Hi there!
I´m a noob when it comes to R and I´m using it to run statisc analysis.
With the code for ARIMA below I´m getting this error: Error in
solve.default(res$hessian * n.used) :Lapack routine dgesv: system is
exactly singular
The code is:
> s.ts <- ts(x[,7], start = 2004, fre=12)
> get.best.arima <- function (x.ts, maxord=c(1,1,1,1,1,1))
+ {
+ best.aic <- 1e8
+ n <-
2004 Oct 28
0
sem : Error in solve.default(C[ind, ind]) : Lapack routine dgesv: system is exactly singular
Hi R-users:
When I run the R script (as the following), I got the error message:
Error in solve.default(C[ind, ind]) : Lapack routine dgesv: system is
exactly singular.
Any help is appreciated.
Ying
library(sem)
R.pw <- matrix(c(
1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
1, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
0.2137356, 0.2137356, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0,
2007 Dec 16
0
not a package (yet): derivatives of generalized eigen/singular pairs
but maybe of use to some:
http://gifi.stat.ucla.edu/psychoR/derivatives
Computes generalized eigenvalue solutions Ax=\lambda Bx
and generalized singular value solutions Rz=\gamma Px
and R'x=\gamma Qy for matrices that are differentiable
functions of a vector of parameters. Along with the
decomposition the code returns arrays with all first-order
partial derivatives of the values/vector wrt
2013 Jun 19
0
Simple example of variables decorrelation using the Cholesky decomposition
Dear all,
I made a simple test of the Cholesky decomposition in the package 'Matrix',
by considering 2 variables 100% correlated.
http://blogs.sas.com/content/iml/2012/02/08/use-the-cholesky-transformation-to-correlate-and-uncorrelate-variables/
The full code is below and can be simply copy&paste in the R prompt.
After uncorrelation I still have a correlation of +-100%...
2013 Jan 08
0
Oaxaca-Blinder decomposition in R
Dear R-listers,
does anybody know of any package developed to implement the Oaxaca-Blinder
decomposition in R?
I've been googling around and my reserch has been unfruitful. The latest
news I've found were 1 year old. Does anybody know of any recent
development?
Has R ever been employed to run a Oaxaca-Blinder decomposition?
Thanks for your kind support,
f.
[[alternative HTML version
2008 Aug 19
2
Writing R Extensions : A new R package for Gini Index decomposition to prupose
Dear All,
I have developed a programme the anable the decomposition of the Gini index, it complets tha valuable work of Achim Zeileis, the author of the ineq package.
I would like to make it to be part of all R package. How should I proceed.
Must I sent it to the the Core developement team ?
The proogramme is written in R.
Many thanks for your advice,
Best regards,
Souleymane
2009 Mar 11
0
LDL' Cholesky decomposition
The gchol function in library(kinship) does an LDL decomposition. An updated
version has just recently been posted on Rforge, in the bdsmatrix library which
is part of survival.
> temp <- matrix(c(1,1,1,1,5,8,1,8,14), 3)
> gt <- gchol(temp)
> as.matrix(gt) # L
[,1] [,2] [,3]
[1,] 1 0.00 0
[2,] 1 1.00 0
[3,] 1 1.75 1
> diag(gt) # D
[1]
2005 Jan 21
1
Cholesky Decomposition
Can we do Cholesky Decompositon in R for any matrix
---------------------------------
[[alternative HTML version deleted]]
2011 Jan 11
0
SVD, UV-Decomposition and NMF
I am reading the Mining of Massive Datasets Book by Rajaraman and
Ullman. It has a good explanation of Recommendation System at Chapter
9.
But what are the relationship between
1) SVD (Singular Decomposition)
2) UV-Decomposition
3) NMF (Non-negative Matrix Factorization)
In particular, it seems 2) and 3) can be very similar. Is it right?
Thanks.
--
View this message in context:
2011 Oct 03
0
stl-decomposition with missing season
Dear all,
I have a time series with a frequency of 10 days (so 36 yearly). one year is
completely NA. Now I want to do a stl-decomposition, but using e.g.
na.action= na.approx makes no sense for a whole year, of course. Is there a
way of simulating this single year or to just make stl not using this year
for the decomposition?
--
View this message in context: