[R] solve computationally singular
xchen
chenxh007 at gmail.com
Tue Nov 7 20:46:10 CET 2006
Hi uRsers,
when inverting a 2 by 2 matrix using solve, I encountered a error message:
solve.default(sigma, tol = 1e-07) :
system is computationally singular: reciprocal condition number
= 1.7671e-017
and then I test the determinant of this matrix: 6.341393e-06.
In my program, I have a condition block that whether a matrix is
invertible like this:
if(det(sigma)<1e-7) return NULL;
but this seems doesnot work to prevent the singularity when inverting a
matrix. I am some confused about the relationship between "reciprocal
condition number" and determinant. Can anybody give me some idea how to
prevent this situation?
Thanks a lot!
Xiaohui
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