[R] system is computationally singular: reciprocal condition number

langvince langv at purdue.edu
Fri Oct 26 01:14:26 CEST 2012


Hi folks,

I know, this is a fairly common question and I am really disappointed that I
could not find a solution.
I am trying to calculate Mahanalobis distances in a data frame, where I have
several hundreds groups and several hundreds of variables.

Whatever I do, however I subset it I get the "system is computationally
singular: reciprocal condition number" error.
I know what it means and I know what should be the problem, but there is no
way this is a singular matrix.

I have uploaded the input file to my ftp: 
http://mkk.szie.hu/dep/talt/lv/CentInpDuplNoHeader.txt
It is a tab delimited txt file with no headers.

I tried the StatMatch Mahanalobis function and also this function:

mahal_dist <-function (data, nclass, nvariable) {
                  dist <- matrix(0, nclass, nclass)
         n=0
         w <- cov(data)
         print(w)
   for(i in 1:nclass)  {

        for(c in 1:nclass){
            diffl <- vector(length = nvariable)
             for(l in 1:nvariable){
                 diffl[l]=abs(data[i,l]-data[c,l])
                 
                    }
                      ###  matrixes
                    print(diffl)
                 dist[i,c]= (t(diffl))%*%(solve(w))%*%(diffl)   
               }
         
         n=n+1
        print(n)
         }
  return(dist)
	sqrt_dist <- sqrt(dist)
print(sqrt_dist)  }  


I have a deadline for this project (not a homework:)), and I could always
use this codes, so I thought I will be able to quit the calculations short,
but now I am just lost.

I would really appreciate any help.

Thanks for any help



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