[R] prcomp: error code 1 from Lapack routine dgesdd

[Prof Brian Ripley]

On Thu, 4 Mar 2004, Carlo Casty wrote:

> Dear all
> 
> I have a big matrix of standardized values (dimensions 285x5829) and R
> fails to calculate 
> the principal components using prcomp() with the following error message:
> 
> pc <- prcomp(my.matrix)
> Error in La.svd(x, nu, nv, method) : error code 1 from Lapack routine
> dgesdd
> 
> Is the matrix too big? I'm using R-1.8.1 under Unix (Solaris8) and

No.  It indicates a failure of the algorithm used, hence something about 
the matrix in your example.

> Linux(Suse 8.2). I tried to
> perform a principal component analysis using a huge matrix with the
> dimensions 1000x10000 and it worked without an error message.
> 
> test <- matrix(rnorm(10000000), ncol=1000, nrow=10000)
> pc <- prcomp(test)

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
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