[R] Is there a bug in qr(..,LAPACK=T)

[Mike Meyer]

Several people have kindly (and gently) pointed out that the ?qr documentation states that rank detection does not work for the LAPACK case.  Its my fault for assuming that rank detection did work. --Mike


On Wed, 16 Jul 2003 09:54:39 -0700
Mike Meyer <mikem at salter-point.com> wrote:

> The following snippet suggests that there is either a bug in qr(,LAPACK=T), or some bug in my understanding.   Note that the detected rank is correct (= 2) using the default LINPACK qr, but incorrect (=3) using LAPACK.   This is running on Linux Redhat 9.0, using the lapack library that comes with the Redhat distribution.   I'm running R 1.7.1 compiled from the source.  If the bug is in my understanding (or in the Redhat 9.0 libraries or compiler) I would much appreciate some enlightenment.
> Thanks, --Mike
> 
> > X
>      [,1] [,2] [,3]
> [1,]    1    1    1
> [2,]    1    2    1
> [3,]    1    3    1
> [4,]    1    4    1
> > qr(X)
> $qr
>      [,1]       [,2] [,3]
> [1,] -2.0 -5.0000000   -2
> [2,]  0.5 -2.2360680    0
> [3,]  0.5  0.4472136    0
> [4,]  0.5  0.8944272    0
> 
> $rank
> [1] 2
> 
> $qraux
> [1] 1.5 1.0 0.0
> 
> $pivot
> [1] 1 2 3
> 
> attr(,"class")
> [1] "qr"
> 
> > qr(X,LAPACK=T)
> $qr
>            [,1]       [,2]          [,3]
> [1,] -5.4772256 -1.8257419 -1.825742e+00
> [2,]  0.3087742 -0.8164966 -8.164966e-01
> [3,]  0.4631613 -0.3270981 -1.378276e-16
> [4,]  0.6175484 -0.7892454  9.055216e-01
> 
> $rank
> [1] 3
> 
> $qraux
> [1] 1.182574 1.156135 1.098920
> 
> $pivot
> [1] 2 1 3
> 
> attr(,"useLAPACK")
> [1] TRUE
> attr(,"class")
> [1] "qr"
> >
> 
> -- 
> 
> Mike Meyer,  Seattle WA
> 
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> 


-- 

Mike Meyer,  Seattle WA