On 10/12/15 23:08, Stefano Sofia wrote:
Dear list users, through the "matrixcalc" package I am performing some checks of variance matrices (which must be positive definite). In this example, it happens that the matrix A here reported is singular but positive definite. Is it possible?[,1] [,2] [,3] [,4] [1,] 1.904255e-12 -1.904255e-12 -8.238960e-13 -1.240294e-12 [2,] -1.904255e-12 3.637979e-12 1.364242e-12 1.818989e-12 [3,] -8.238960e-13 1.364242e-12 4.809988e+00 7.742369e-01 [4,] -1.240294e-12 1.818989e-12 7.742369e-01 1.090411e+00 print(is.non.singular.matrix(A, tol = 1e-18)) FALSE print(is.positive.definite(A, tol=1e-18)) TRUE Is there something wrong with this matrix? Any comment will be appreciated.
There is nothing wrong with A (at least nothing that either a nice bowl of chicken soup or a bloody good swim wouldn't cure).
Look at the code for the two functions. The tests use the tolerance in very different ways.
My initial reaction is that the code for these functions is rather naive. cheers, Rolf Turner -- Technical Editor ANZJS Department of Statistics University of Auckland Phone: +64-9-373-7599 ext. 88276 ______________________________________________ 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.
