[R] detecting singular matrices

[Thomas Lumley]

On Fri, 10 Oct 2003, Murray Jorgensen wrote:

> >
> > 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

This was found during code freeze (and I suggested to Martin that he file
a bug report on it then, so that we could say "Known Issue" when someone
reported it).

Unlike the old LINPACK code the LAPACK code reports singularity only when
it encounters an exactly zero pivot. This doesn't happen very often.
There is another, more complicated LAPACK routine that reports an
estimated condition number and reports when the matrix is singular to
within working precision, and we should probably use that one instead.
We need to investigate things like relative speed as well.

	-thomas