[R] Is there a bug in qr(..,LAPACK=T)

Mike Meyer mikem at salter-point.com
Wed Jul 16 18:54:39 CEST 2003


The following snippet suggests that there is either a bug in qr(,LAPACK=T), or some bug in my understanding.   Note that the detected rank is correct (= 2) using the default LINPACK qr, but incorrect (=3) using LAPACK.   This is running on Linux Redhat 9.0, using the lapack library that comes with the Redhat distribution.   I'm running R 1.7.1 compiled from the source.  If the bug is in my understanding (or in the Redhat 9.0 libraries or compiler) I would much appreciate some enlightenment.
Thanks, --Mike

> X
     [,1] [,2] [,3]
[1,]    1    1    1
[2,]    1    2    1
[3,]    1    3    1
[4,]    1    4    1
> qr(X)
$qr
     [,1]       [,2] [,3]
[1,] -2.0 -5.0000000   -2
[2,]  0.5 -2.2360680    0
[3,]  0.5  0.4472136    0
[4,]  0.5  0.8944272    0

$rank
[1] 2

$qraux
[1] 1.5 1.0 0.0

$pivot
[1] 1 2 3

attr(,"class")
[1] "qr"

> qr(X,LAPACK=T)
$qr
           [,1]       [,2]          [,3]
[1,] -5.4772256 -1.8257419 -1.825742e+00
[2,]  0.3087742 -0.8164966 -8.164966e-01
[3,]  0.4631613 -0.3270981 -1.378276e-16
[4,]  0.6175484 -0.7892454  9.055216e-01

$rank
[1] 3

$qraux
[1] 1.182574 1.156135 1.098920

$pivot
[1] 2 1 3

attr(,"useLAPACK")
[1] TRUE
attr(,"class")
[1] "qr"
>

-- 

Mike Meyer,  Seattle WA




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