COMPUTING DETERMINANT FROM SVD
I computed determinant of a square matrix "var.r" using the SVD output:
detr _ 1
d _ svd(var.r)$d
for (i in 1:length(d)) {
detr _ detr*d[i]
}
print(detr)
30.20886
BUT when I tried :
det(var.r)
I got :
-30.20886
Is this because SVD output will only give absolute of the eigenvalues ?
Yes, the singular values of A are the square roots of eigen values of A'A (where the latter are non -ve of course, since A'A is +ve semi definite).
, If this is the case how can I get the original eigenvalues?
- eigen(A)$values , for example. Simon -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._