G'day all, On Thu, 29 Jan 2009 19:24:40 -0700 Kingsford Jones <kingsfordjo...@gmail.com> wrote:
> I suppose the solution is unstable because x is ill-conditioned: While, as you show, x is ill-conditioned, I do not believe that this is serious enough to explain the differences that Pat sees between MATLAB and R. In fact, on one of our lab machines MATLAB Version 7.5.0.342 (R2007b), August 15, 2007, yields the following result: >> x=[0.133 0.254 -0.214 0.116; 0.254 0.623 -0.674 0.139; -0.214 -0.674 0.910 >> 0.011 ; 0.116 0.139 0.011 0.180] x = 0.1330 0.2540 -0.2140 0.1160 0.2540 0.6230 -0.6740 0.1390 -0.2140 -0.6740 0.9100 0.0110 0.1160 0.1390 0.0110 0.1800 >> inv(x) ans = 261.9426 116.2219 150.9174 -267.7793 116.2219 344.3029 286.6735 -358.2959 150.9174 286.6735 252.9553 -334.0920 -267.7793 -358.2959 -334.0920 475.2252 which is consistent with the output of R's solve(). But the matrix x is ill-conditioned enough for small changes in the precision of the entries leading to big differences in the calculated inverse matrix. My guess is that Pat was not completely truthful in the description of what he did. Presumably, x was not submitted to MATLAB in the given form but calculated (to a higher precision) in MATLAB before being fed to MATLAB's inv() command. Then x was transferred with a lower precision (less significant digits) to R and submitted there to R's solve() function. Thus coming back to Pat's original question: > On Thu, Jan 29, 2009 at 7:00 PM, Joseph P Gray <jpg...@uwm.edu> wrote: > > [...] > > Is there a way to obtain the MATLAB result in R? Presumably yes. Feed x in the same precision to R's solve() function as you feed it to MATLAB's inv() function. HTH. Cheers, Berwin =========================== Full address ============================= Berwin A Turlach Tel.: +65 6516 4416 (secr) Dept of Statistics and Applied Probability +65 6516 6650 (self) Faculty of Science FAX : +65 6872 3919 National University of Singapore 6 Science Drive 2, Blk S16, Level 7 e-mail: sta...@nus.edu.sg Singapore 117546 http://www.stat.nus.edu.sg/~statba ______________________________________________ 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.