[R] detecting singular matrices

[Murray Jorgensen]

My colleague runs R 1.7.1 under Windows XP. He remarks:

>> A
>     [,1] [,2] [,3]
> [1,]    1    2    3
> [2,]    4    5    6
> [3,]    7    8    9
>>
>> b
> [1] 1 2 3
>> solve(A,b)
> [1] -0.3333333  0.6666667  0.0000000
>> solve(A)
>            [,1]         [,2]        [,3]
> [1,] -4.5036e+15  9.00720e+15 -4.5036e+15
> [2,]  9.0072e+15 -1.80144e+16  9.0072e+15
> [3,] -4.5036e+15  9.00720e+15 -4.5036e+15
>> eigen(A)
> $values
> [1]  1.611684e+01 -1.116844e+00 -1.303678e-15
> 
> with a condition number of  1.236260e+16 I think I'd like it to tell me it's singular like it used to :) and I know it is singular 

Under 1.6.0 also on XP I get

 > solve(A,1:3)
Error in solve.default(A, 1:3) : singular matrix `a' in solve
 > solve(A)
Error in solve.default(A) : singular matrix `a' in solve
 > eigen(A)
$values
[1]  1.611684e+01 -1.116844e+00 -1.120190e-16

$vectors
            [,1]        [,2]       [,3]
[1,] -0.2719964 -0.76169140  0.3734378
[2,] -0.6159646 -0.08408654 -0.7468756
[3,] -0.9599328  0.59351831  0.3734378


Which seems to be preferable output.

Murray

-- 
Dr Murray Jorgensen      http://www.stats.waikato.ac.nz/Staff/maj.html
Department of Statistics, University of Waikato, Hamilton, New Zealand
Email: maj at waikato.ac.nz                                Fax 7 838 4155
Phone  +64 7 838 4773 wk    +64 7 849 6486 home    Mobile 021 1395 862