[R] matrix inverstion

[Daniel Nordlund]

> -----Original Message-----
> From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org]
> On Behalf Of Rosario Garcia Gil
> Sent: Monday, March 28, 2011 7:51 AM
> To: r-help at r-project.org
> Subject: [R] matrix inverstion
> 
> Hello
> 
> I have this matrix which I am trying to invert. I get a message about
> reciprocal condition number, what that does mean?
> 
> > XT_X
>      [,1] [,2] [,3] [,4] [,5]
> [1,]    3    0    0    2    1
> [2,]    0    2    0    1    1
> [3,]    0    0    2    1    1
> [4,]    2    1    1    4    0
> [5,]    1    1    1    0    3
> > iXT_X <- solve(XT_X)
> Error in solve.default(XT_X) :
>   system is computationally singular: reciprocal condition number =
> 1.11022e-17
> 
> 

Well, it means exactly what the message says.  Within the precision of your computer, the matrix is singular and has no inverse.  If you try the following code you will see that column 1 is perfectly correlated with the remaining columns.

summary(lm(XT_X [,1] ~ XT_X[,-1]))

Hope this is helpful,

Dan

Daniel Nordlund
Bothell, WA USA