[R] Finding a basis in a set of vectors

Peter Dalgaard P.Dalgaard at biostat.ku.dk
Fri Feb 6 15:28:56 CET 2009

Zhou Fang wrote:
> Hi,
> 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
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   O__  ---- Peter Dalgaard             Øster Farimagsgade 5, Entr.B
  c/ /'_ --- Dept. of Biostatistics     PO Box 2099, 1014 Cph. K
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