[R] QR decomposition question
Mäkinen Jussi
Jussi.Makinen at valtiokonttori.fi
Thu Jul 1 15:55:20 CEST 2004
There is N-1 linearly independent columns in the NxN matrix.
Jussi
Jussi Mäkinen
Analyst, State Treasury, Finance, Finland
-----Original Message-----
From: r-help-bounces at stat.math.ethz.ch [mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Alex Nu
Sent: 1. heinäkuuta 2004 16:46
To: r-help at stat.math.ethz.ch
Subject: [R] QR decomposition question
Hi all,
I wonder if this kind of questions are ok in this
list...
Quick question:
What does it mean than the rank of the QR
decomposition of a NxN matrix is N-1 ?
m: NxN matrix
qr(m)$rank equal to (N-1)
Long version:
I'm doing a manova on a matrix of 10 variables
and 16 observations.
> dim(tmp)
[1] 16 10
> fit <- manova( tmp ~ treatment*mouse )
>results <- summary(fit,test="Wilks")
...
residuals have rank 9 < 10
So the QR decomposition returns with a rank
of 9. What does this mean ?
Does this necessarily mean a linear dependency
among the columns of the matrix ?
Thanks
Alex
______________________________________________
R-help at stat.math.ethz.ch mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
More information about the R-help
mailing list