[R] Finding a basis in a set of vectors
p.dalgaard at biostat.ku.dk
Fri Feb 6 20:09:13 CET 2009
Zhou Fang wrote:
> Ah ha, that does work.
> What do you mean it isn't robust, though? I mean, obviously linear
> dependency structures in general are not stable under small
> Or is it that it's platform dependent?
The former. In particular there is an issue with columns that have all
entries near-zero. There were a couple of gotchas in its main
application of thinning projection matrices within anova.mlm (the 2.8.1
version has a zapsmall() kludge for that reason).
(This can of course also make things platform dependent, since roundoff
accumulates differently depending on compilers and such.)
> On Fri, Feb 6, 2009 at 2:28 PM, Peter Dalgaard <P.Dalgaard at biostat.ku.dk> wrote:
>> Zhou Fang wrote:
>>> Okay, I have a n x p matrix X, which I know is not full rank. In
>>> particular, there may be linear dependencies amongst the columns (but
>>> not that many). What is a fast way of finding a linearly independent
>>> subset of the columns of X that will span the column space of X, in R?
>>> If it helps, I have the QR decomposition of the original X 'for free'.
>>> I know that it's possible to do this directly by looping over the
>>> columns and adding them, but at the very least, a solution without
>>> horrible slow loops would be nice.
>> Have a look at stats:::Thin.col(), but beware that it isn't terribly robust.
>>> Any ideas welcome.
>>> Zhou Fang
>>> R-help at r-project.org mailing list
>>> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
>>> and provide commented, minimal, self-contained, reproducible code.
>> O__ ---- Peter Dalgaard Øster Farimagsgade 5, Entr.B
>> c/ /'_ --- Dept. of Biostatistics PO Box 2099, 1014 Cph. K
>> (*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918
>> ~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk) FAX: (+45) 35327907
O__ ---- Peter Dalgaard Øster Farimagsgade 5, Entr.B
c/ /'_ --- Dept. of Biostatistics PO Box 2099, 1014 Cph. K
(*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918
~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk) FAX: (+45) 35327907
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