[R] Question regarding lu in package Matrix

[Ulrike Grömping]

No, not at all, I'm glad that I do get the decomposition for non-square
matrices. My problem is not with elu$U but with as.matrix(elu$U), which is
not an upper diagonal matrix. Can I do something to fix this ?

Regards, Ulrike


Douglas Bates-2 wrote:
> 
> On Wed, Jul 9, 2008 at 12:01 PM, Ulrike Grömping <groemp at tfh-berlin.de>
> wrote:
> 
>> Dear R-helpers,
> 
>> I have a question regarding LU-decomposition with function lu in package
>> Matrix. The following simple example confuses me: Why is as.matrix(elu$U)
>> not an upper triangular matrix?
> 
>> u3 <-
>> matrix(c(1,1,1,1,1,1,-1,1,0,0,0,0,0,-1,1,0,0,0,-1,0,1,0,0,0,0,0,-1,1,0,0),5,6,byrow=T)
>> elu <- expand(lu(Matrix(u3,sparse=F)))
>> as.matrix(elu$U)
> 
> I get
> 
>> elu$U
> 5 x 6 Matrix of class "dtrMatrix"
>      [,1]       [,2]       [,3]       [,4]       [,5]       [,6]
> [1,]  1.0000000  0.0000000  0.0000000  0.0000000  1.0000000  1.0000000
> [2,]          .  2.0000000  0.0000000  0.0000000  1.0000000  1.0000000
> [3,]          .          .  1.5000000  0.0000000  0.0000000  0.5000000
> [4,]          .          .          .  1.3333333  0.0000000  0.3333333
> [5,]          .          .          .          .  0.0000000  0.0000000
> 
> which is about as upper-triangular as it can be, considering that the
> original matrix is not square.
> 
> The help page for 'lu' does say that it gives the triangular
> decomposition of a square matrix, although the decomposition is
> defined for non-square.  It's just not as useful as it would be for
> square matrices.
> 
> Are you suggesting that we should check the argument to lu and report
> an error if it is not square
> 
> 
>> I only have very limited experience with the package and its different
>> types
>> of matrices, and I am lost where to start looking for a reason.
>>
>> Regards,
>> Ulrike Grömping
>>
>>
>> --
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>>
>> ______________________________________________
>> R-help at r-project.org mailing list
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>> PLEASE do read the posting guide
>> http://www.R-project.org/posting-guide.html
>> and provide commented, minimal, self-contained, reproducible code.
>>
> 
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
> 
> 

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