[R] Finding a basis in a set of vectors
P.Dalgaard at biostat.ku.dk
Fri Feb 6 15:28:56 CET 2009
Zhou Fang wrote:
> Okay, I have a n x p matrix X, which I know is not full rank. In
> particular, there may be linear dependencies amongst the columns (but
> not that many). What is a fast way of finding a linearly independent
> subset of the columns of X that will span the column space of X, in R?
> If it helps, I have the QR decomposition of the original X 'for free'.
> I know that it's possible to do this directly by looping over the
> columns and adding them, but at the very least, a solution without
> horrible slow loops would be nice.
Have a look at stats:::Thin.col(), but beware that it isn't terribly robust.
> Any ideas welcome.
> Zhou Fang
> R-help at r-project.org mailing list
> 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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