[Rd] qr(x,LAPACK=TRUE) (PR#2867)
simon at stats.gla.ac.uk
simon at stats.gla.ac.uk
Mon Apr 28 18:36:17 MEST 2003
Hi,
I think there is a problem with the LAPACK version of qr() in version
1.7.0. (version below).
1. The documentation states that LAPACK=TRUE is the default, but the code
has LAPACK=FALSE.
2. With LAPACK=TRUE qr() is never pivoting, even in cases where it very
clearly should be. e.g.
set.seed(0)
X<-matrix(rnorm(40),10,4);X[,1]<-X[,2]
qrx<-qr(X,LAPACK=TRUE)
qrx$pivot # note, no pivoting
qr.R(qrx) # note zero on leading diagonal is not in trailing block
3. ?qr includes the statement:
Using LAPACK (including in the complex case) uses column pivoting
4. If I call F77_NAME(dgeqp3) directly I get correct pivoting.
platform i686-pc-linux-gnu
arch i686
os linux-gnu
system i686, linux-gnu
status
major 1
minor 7.0
year 2003
month 04
day 16
language R
Apologies if I'm doing something dumb, but I can't see what it is at the
moment.
best,
Simon
_____________________________________________________________________
> Simon Wood simon at stats.gla.ac.uk www.stats.gla.ac.uk/~simon/
>> Department of Statistics, University of Glasgow, Glasgow, G12 8QQ
>>> Direct telephone: (0)141 330 4530 Fax: (0)141 330 4814
More information about the R-devel
mailing list