[R] matrix which results singular but at the same time positive definite

[Giorgio Garziano]

Decrease the "tol" parameter specified into the "is.non.singular.matrix() call,
for example as:

m <- matrix(c( 1.904255e-12, -1.904255e-12, -8.238960e-13, -1.240294e-12,
               -1.904255e-12,  3.637979e-12,  1.364242e-12,  1.818989e-12,
               -8.238960e-13,  1.364242e-12,  4.809988e+00,  7.742369e-01,
               -1.240294e-12,  1.818989e-12,  7.742369e-01,  1.090411e+00),
                nrow=4, ncol=4)


> m

              [,1]          [,2]          [,3]          [,4]

[1,]  1.904255e-12 -1.904255e-12 -8.238960e-13 -1.240294e-12

[2,] -1.904255e-12  3.637979e-12  1.364242e-12  1.818989e-12

[3,] -8.238960e-13  1.364242e-12  4.809988e+00  7.742369e-01

[4,] -1.240294e-12  1.818989e-12  7.742369e-01  1.090411e+00


> print(is.non.singular.matrix(m, tol = 1e-24))
[1] TRUE

> print(is.positive.definite(m, tol=1e-18))
[1] TRUE


--

GG

http://around-r.blogspot.it





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