[R] row-echelon form (was no subject)
Spencer Graves
spencer.graves at pdf.com
Thu Mar 4 15:31:09 CET 2004
How about the following:
> A <- array(1:6, dim=c(3, 2))
> A.qr <- qr(A)
> qr.R(A.qr)
[,1] [,2]
[1,] -3.741657 -8.552360
[2,] 0.000000 1.963961
>
I'm no expert, either, and I don't have time now to research this
further. Perhaps someone else can further enlighten us both.
spencer graves
John Fox wrote:
>Dear Spencer,
>
>I'd be surprised if the qr decomposition as computed in R weren't a lot more
>stable numerically, but I'm no expert. As well, I don't know how to get the
>row-echelon form from the qr decomposition -- though I suspect that you or
>someone else on the list is about to enlighten me.
>
>Regards,
> John
>
>
>
>>-----Original Message-----
>>From: Spencer Graves [mailto:spencer.graves at pdf.com]
>>Sent: Wednesday, March 03, 2004 10:45 PM
>>To: John Fox
>>Cc: 'Aimin Yan'; r-help at stat.math.ethz.ch
>>Subject: Re: [R] row-echelon form (was no subject)
>>
>>How does this compare with R of the qr decomposition? spencer graves
>>
>>John Fox wrote:
>>
>>
>>
>>>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
>>>>
>>>>______________________________________________
>>>>R-help at stat.math.ethz.ch mailing list
>>>>https://www.stat.math.ethz.ch/mailman/listinfo/r-help
>>>>PLEASE do read the posting guide!
>>>>http://www.R-project.org/posting-guide.html
>>>>
>>>>
>>>>
>>>>
>>>______________________________________________
>>>R-help at stat.math.ethz.ch mailing list
>>>https://www.stat.math.ethz.ch/mailman/listinfo/r-help
>>>PLEASE do read the posting guide!
>>>http://www.R-project.org/posting-guide.html
>>>
>>>
>>>
>>>
>
>
>
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