[Rd] Computational singularity of a positive definite matrix

ZT2008 zhongwent at yahoo.com
Sat Jun 7 00:59:54 CEST 2008


I'm trying to use function "solve" to find the inverse of a matrix, which is
positive definite in theory. But for some situations, I get error message
because of computational singularity. I'm wondering if I can set the
tolerance for detecting linear independence to an infinitely small value to
avoid this problem. Is there any serious consequence by doing this? Are
there other solutions to this problem? Thanks.
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