On Thu, 20 Dec 2012, Riccardo (Jack) Lucchetti wrote: > On Thu, 20 Dec 2012, Andreas Noack Jensen wrote: > >> When I write code for reduced rank regression in Gretl I need to make >> special cases for rank zero and one lag. I think the only possible value >> for the entries of matrix(5,0)*matrix(0,5) is zeros and the argument is >> reduced rank. The matrix matrix(5,r)*matrix(r,5) generally has rank >> min(5,r) and the only zero rank matrix is the zero matrix. > > By my amateurish command of linear algebra, this is a very convincing > argument.
It convinces me too. I've made a small start in CVS: <hansl> eval zeros(5,0) * zeros(0,5) eval zeros(0,3) * zeros(3,0) eval zeros(0,5)'zeros(0,5) eval zeros(0,5) * zeros(5,2) </hansl> Is the last result OK, do we think? Allin
