[R] COMPUTING DETERMINANT FROM SVD

[Simon Wood]

> 
> I computed determinant of a square matrix "var.r" using the SVD output:
> 
> detr _ 1
> 
> d _ svd(var.r)$d
> 
> for (i in 1:length(d)) {
> 
> detr _ detr*d[i]
> 
> }
> print(detr)
> 30.20886
> 
> BUT when I tried :
> 
> det(var.r)
> I got :
> -30.20886
> 
> Is this because SVD output will only give absolute of the eigenvalues ?

Yes, the singular values of A are the square roots of eigen values of A'A
(where the latter are non -ve of course, since A'A is +ve semi definite). 


>, If 
> this is the case
> how can I get the original eigenvalues?

- eigen(A)$values , for example.

Simon

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