[R] Matrix multiplication precision

Nair, Murlidharan T mnair at iusb.edu
Wed Jul 15 03:42:34 CEST 2009


Hi!!

I am trying to multiply 5 matrices and then using the inverse of that matrix for further computation. I read about precision problems from the archives and the suggestion was to use as.numeric while computing the products. I am still having problems with the results. Here is how I am using it

#Mn.mat<-(T.mat %*% Rz.mat %*% Q.mat %*% Rz.mat %*% T.mat)   # I was doing this in one step which I have broken down into multiple steps as below. 

Mn1.mat<-matrix(as.numeric(T.mat %*% Rz.mat),nrow=4)
Mn2.mat<-matrix(as.numeric(Mn1.mat %*% Q.mat),nrow=4)
Mn3.mat<-matrix(as.numeric(Mn2.mat %*% Rz.mat),nrow=4)
Mn.mat<-matrix(as.numeric( Mn3.mat %*% T.mat),nrow=4)


For getting the inverse I am doing the following

Mn.mat.inv<-qr.solve(Mn.mat)


Will I run into precision problems when I do the above?  

Thanks ../Murli




More information about the R-help mailing list