Re: solve

[Eva Cantoni <Eva.Cantoni@metri.unige.ch>]

I don't know the exact technical details, but I experienced the fact 
that the function solve.Matrix() of the library(Matrix) in Splus has a 
higher tolerance than solve() (in Splus also).
Best regards,
Eva


Richard M. Heiberger wrote:

> Your example is very badly conditioned
>
> A <- matrix(c(613537.28025, -49.536866569,-49.53687, 0.004000337),nrow = 2, 
> byrow=TRUE)
>
>  
>
> > eigen(A)
> >    
> $values:
> [1] 6.135373e+005 7.408900e-007
>
> $vectors:
>               [,1]          [,2] 
> [1,]  0.99999999674 0.00008073978
> [2,] -0.00008073979 0.99999999674
>
>  
>
> The ratio of eigenvalues is 10^12.
>
> S-Plus solve is using a tolerance of 1e-7 (in qr.default)
> R solve is using a tolerance of 2e-16 (in solve.default)
>
> Rich
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--

Dr Eva Cantoni                 phone  : (+41) 22 379 8240
Econométrie - Univ. Genève     fax    : (+41) 22 379 8299
40, Bd du Pont d'Arve          e-mail : Eva.Cantoni@metri.unige.ch
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