On 11.02.2013 15:00, Camarda, Carlo Giovanni wrote:
Dear Uwe, thanks for the response. I knew my matrix was almost singular, but is there any way to implement the algorithm is solve(base) with a spam-matrix?
Not sure, I think you want another threshold for the error. But I do not know if the algorithm is robust enough. Better ask the spam maintainer who probably knows much better what is actually used here. There is a lot in the documentation, you may find the answer there as well.
As workaround, I might add a ridge penalty:
ApP <- A+10^-1*diag.spam(nrow(A))
solve(ApP)
but this would completely jeopardize other parts of my model.
Well, just ignoring sensible defaults and relying on numerics that are not accurate with such a condition may "jeopardize" the results - just in another way.
Best, Uwe Ligges
Thanks again, Giancarlo ________________________________________ From: Uwe Ligges [lig...@statistik.tu-dortmund.de] Sent: Saturday, February 09, 2013 8:04 PM To: Camarda, Carlo Giovanni Cc: r-h...@stat.math.ethz.ch Subject: Re: [R] impossible to invert a spam-object, but possible when it's a matrix-object On 05.02.2013 13:29, Camarda, Carlo Giovanni wrote:Dear R-users, a question concerning sparse matrices in package "spam" (spam_0.29-2). On one hand I have a spam object (n X n) from which I cannot compute the inverse. On the other hand, if I convert this object in a plain matrix, I can find the inverse without any problem. Specifically I get the following error message: Error in chol.spam(a, ...) : Singularity problem when calculating the Cholesky factor. Obviously I get similar behaviour when I compute determinants of these objects. Please see below a toy-example which I created based on my actual problem.Different algorithms are used to compute the inverse - and you are rather close to singularity: kappa(A) results in 59638727. Best, Uwe LiggesThanks in advance for any help, GC library(spam) ## creating a spam matrix A ent <- c(2312.12324929972,-2000,1000,-2000,1000,-2000, 5031.91011235955,-2000,-2000,1000,-1,1000,-2000, 2049.8595505618,-2000,1000,-1,-2000,5036.89635854342, -2000,1000,-2000,1,-2000,-2000,8119.66292134831,-2000, -2000,-2000,1000,-2000,5058.83426966292,-2000,-1,1000, -2000,2051.85434173669,-2000,1000,1,1000,-2000,-2000, 5043.87640449438,-2000,1,1000,-2000,1000,-2000, 2110.68820224719,-1,1,0,-1,1,-1,1) rr <- as.integer(c(1,6,12,18,24,29,35,41,47,52,55,57,59)) cc <- as.integer(c(1,2,3,4,7,1,2,3,5,8,10,1,2,3,6,9,11,1, 4,5,6,7,10,2,4,5,6,8,3,4,5,6,9,12,1,4, 7,8,9,11,2,5,7,8,9,12,3,6,7,8,9,2,4,10,3,7,6,8)) di <- as.integer(c(12,12)) A <- new("spam", entries=ent, colindices=cc, rowpointers=rr, dimension=di) ## calculate the determinant det(A) ## computes the inverse solve(A) ## transform A in a plain matrix A1 <- matrix(c(A), di) ## calculate the determinant det(A1) ## computes the inverse solve(A1)version_ platform i686-pc-linux-gnu arch i686 os linux-gnu system i686, linux-gnu status major 2 minor 14.1 year 2011 month 12 day 22 svn rev 57956 language R version.string R version 2.14.1 (2011-12-22) ---------- This mail has been sent through the MPI for Demographic Research. Should you receive a mail that is apparently from a MPI user without this text displayed, then the address has most likely been faked. If you are uncertain about the validity of this message, please check the mail header or ask your system administrator for assistance. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
