Have a look at FAQ 7.31 ir. Thierry Onkelinx Instituut voor natuur- en bosonderzoek / Research Institute for Nature and Forest team Biometrie & Kwaliteitszorg / team Biometrics & Quality Assurance Kliniekstraat 25 1070 Anderlecht Belgium
To call in the statistician after the experiment is done may be no more than asking him to perform a post-mortem examination: he may be able to say what the experiment died of. ~ Sir Ronald Aylmer Fisher The plural of anecdote is not data. ~ Roger Brinner The combination of some data and an aching desire for an answer does not ensure that a reasonable answer can be extracted from a given body of data. ~ John Tukey 2015-02-18 17:44 GMT+01:00 C W <tmrs...@gmail.com>: > Hi Ben and JS, > > Thanks for the reply. > > I tried using: hessian(func = h_x, x, method = "complex"), it gives zero, > that's good. > > # R code > > > hess.h <- hessian(func = h_x, x, method = "complex") > > > mat <- h_x(x)*hess.h - grad(h_x, x) %o% grad(h_x, x) > > > mat > > [,1] [,2] [,3] [,4] > > [1,] 2060602 0 0 0 > > [2,] 0 2060602 0 0 > > [3,] 0 0 -4039596 -816080 > > [4,] 0 0 -816080 4039596 > > > But later I do, > > > eigen(mat) > > $values > > [1] -4121204 4121204 2060602 2060602 > > $vectors > > [,1] [,2] [,3] [,4] > > [1,] 0.00000000 0.00000000 1 0 > > [2,] 0.00000000 0.00000000 0 1 > > [3,] -0.99503719 0.09950372 0 0 > > [4,] -0.09950372 -0.99503719 0 0 > > > And here is the problem, > > > eigen(mat)$values[2] == 4121204 > > [1] FALSE > > > eigen(mat)$values[2] - 4121204 > > [1] -5.494803e-08 > > Why doesn't the second value equal to 412104? How do I overcome that? > > Thanks, > > Mike > > On Wed, Feb 18, 2015 at 9:13 AM, JS Huang <js.hu...@protective.com> wrote: > > > Hi, > > > > Since all entries in your hessian matrix and grad vector are integers, > I > > suggest you execute the following for mat assignment. > > > > > mat <- round(h_x(x),digits=0)*round(hess.h,digits=0) - round(grad(h_x, > > > x),digits=0) %o% round(grad(h_x, x),digits=0) > > > mat > > [,1] [,2] [,3] [,4] > > [1,] 0 0 0 -4080400 > > [2,] 0 7920000 0 -1600000 > > [3,] 0 0 12160400 0 > > [4,] -4080400 -1600000 0 -7920000 > > > > > > > > -- > > View this message in context: > > > http://r.789695.n4.nabble.com/Numerical-stability-of-eigenvalue-and-hessian-matrix-in-R-tp4703443p4703456.html > > Sent from the R help mailing list archive at Nabble.com. > > > > ______________________________________________ > > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > > 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. > > > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > 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. > [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.