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Matrix Inversion

Wang Chengbin wrote:
Yes. Since the matrix is positive semidefinite by construction, I'd
probably go for chol(bb, pivot=TRUE), then the first "rank" elements of
"pivot" gives you a maximal subset of linearly independent columns, and
you can proceed by something like lm(b[,-subset]~b[,subset]) to see what
the linear dependencies are.

(Other approaches could be eigen() and svd().)