Dear members,

I am using "solve" to compute the inverse of a 5 by 5 matrix using R and
matlab.  The results are quite interesting..  It seems that R has very poor
precision in terms of calculating inverse of a matrix.

Can someone tell me if I should use other functions to computer matrix
inverse?


R Code

------------

> b
            [,1]       [,2]        [,3]        [,4]        [,5]
[1,]  1.00000000 0.02522892 -0.09181110  0.03656846 -0.01403095
[2,]  0.02522892 1.00000000  0.12764892  0.05252468  0.05174332
[3,] -0.09181110 0.12764892  1.00000000 -0.01334807  0.02270218
[4,]  0.03656846 0.05252468 -0.01334807  1.00000000 -0.08303199
[5,] -0.01403095 0.05174332  0.02270218 -0.08303199  1.00000000
> solve(b)
            [,1]        [,2]        [,3]        [,4]        [,5]
[1,]  1.01117403 -0.03672483  0.09683324 -0.03282862  0.01116385
[2,] -0.03672483  1.02393425 -0.13360444 -0.05881784 -0.05534769
[3,]  0.09683324 -0.13360444  1.02646994  0.01604039 -0.01369944
[4,] -0.03282862 -0.05881784  0.01604039  1.01166293  0.08621905
[5,]  0.01116385 -0.05534769 -0.01369944  0.08621905  1.01049046
> solve(b) *b
              [,1]          [,2]          [,3]          [,4]          [,5]
[1,]  1.0111740259 -0.0009265279 -0.0088903666 -0.0012004920 -0.0001566394
[2,] -0.0009265279  1.0239342521 -0.0170544622 -0.0030893886 -0.0028638734
[3,] -0.0088903666 -0.0170544622  1.0264699443 -0.0002141082 -0.0003110073
[4,] -0.0012004920 -0.0030893886 -0.0002141082  1.0116629287 -0.0071589398
[5,] -0.0001566394 -0.0028638734 -0.0003110073 -0.0071589398  1.0104904599


Matlab Code
___________________

>> b

b =

    1.0000    0.0252   -0.0918    0.0366   -0.0140
    0.0252    1.0000    0.1276    0.0525    0.0517
   -0.0918    0.1276    1.0000   -0.0133    0.0227
    0.0366    0.0525   -0.0133    1.0000   -0.0830
   -0.0140    0.0517    0.0227   -0.0830    1.0000

>> b^-1

ans =

    1.0112   -0.0367    0.0968   -0.0328    0.0112
   -0.0367    1.0239   -0.1336   -0.0588   -0.0553
    0.0968   -0.1336    1.0265    0.0160   -0.0137
   -0.0328   -0.0588    0.0160    1.0117    0.0862
    0.0112   -0.0553   -0.0137    0.0862    1.0105

>> b^-1 *b

ans =

    1.0000   -0.0000   -0.0000   -0.0000    0.0000
   -0.0000    1.0000   -0.0000   -0.0000   -0.0000
   -0.0000   -0.0000    1.0000    0.0000   -0.0000
   -0.0000   -0.0000    0.0000    1.0000   -0.0000
         0   -0.0000    0.0000    0.0000    1.0000

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