[R] row-echelon form (was no subject)

[John Fox]

Dear Amin,

I have a function (created just for demonstration, and reproduced below) for
finding the row-echelon form of a matrix. I'm sure that many list members
could produce something that's better numerically, but this should be OK at
least for toy problems.

John

--------- snip -------------

rowEchelonForm <- function(X, tol=.Machine$double.eps){
    if ((!is.matrix(X)) || (!is.numeric(X))) stop("argument must be a
numeric matrix")
    Z <- X
    for (i in 1:min(dim(X))){
        if (i > 1) Z[i-1,] <- 0
        which <- which.max(abs(Z[,i]))  # find maximum pivot in current
column at or below current row
        pivot <- X[which, i]
        if (abs(pivot) <= tol) next     # check for 0 pivot
        if (which > i) X[c(i,which),] <- X[c(which,i),]  # exchange rows
        X[i,] <- X[i,]/pivot            # pivot
        row <- X[i,]                    
        X <- X - outer(X[,i], row)      # sweep
        X[i,] <- row                    # restore current row
        }
    n <- nrow(X)
    for (i in 1:n) if (max(abs(X[i,])) <= tol) X[c(i,n),] <- X[c(n,i),]   #
0 rows to bottom
    X
    }
        

> -----Original Message-----
> From: r-help-bounces at stat.math.ethz.ch 
> [mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Aimin Yan
> Sent: Wednesday, March 03, 2004 2:42 PM
> To: r-help at stat.math.ethz.ch
> Subject: [R] (no subject)
> 
> how to produce a  Row Reduced Echelon Form for a matrix in R?
> Aimin Yan
> 
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