impossible to invert a spam-object, but possible when it's a matrix-object
On 11.02.2013 15:00, Camarda, Carlo Giovanni wrote:
Dear Uwe, thanks for the response. I knew my matrix was almost singular, but is there any way to implement the algorithm is solve(base) with a spam-matrix?
Not sure, I think you want another threshold for the error. But I do not know if the algorithm is robust enough. Better ask the spam maintainer who probably knows much better what is actually used here. There is a lot in the documentation, you may find the answer there as well.
As workaround, I might add a ridge penalty:
ApP <- A+10^-1*diag.spam(nrow(A))
solve(ApP)
but this would completely jeopardize other parts of my model.
Well, just ignoring sensible defaults and relying on numerics that are not accurate with such a condition may "jeopardize" the results - just in another way. Best, Uwe Ligges
Thanks again, Giancarlo
________________________________________
From: Uwe Ligges [ligges at statistik.tu-dortmund.de]
Sent: Saturday, February 09, 2013 8:04 PM
To: Camarda, Carlo Giovanni
Cc: r-help at stat.math.ethz.ch
Subject: Re: [R] impossible to invert a spam-object, but possible when it's a matrix-object
On 05.02.2013 13:29, Camarda, Carlo Giovanni wrote:
Dear R-users,
a question concerning sparse matrices in package "spam" (spam_0.29-2).
On one hand I have a spam object (n X n) from which I cannot compute the inverse. On the other hand, if I convert this object in a plain matrix, I can find the inverse without any problem.
Specifically I get the following error message:
Error in chol.spam(a, ...) :
Singularity problem when calculating the Cholesky factor.
Obviously I get similar behaviour when I compute determinants of these objects.
Please see below a toy-example which I created based on my actual problem.
Different algorithms are used to compute the inverse - and you are
rather close to singularity: kappa(A) results in 59638727.
Best,
Uwe Ligges
Thanks in advance for any help,
GC
library(spam)
## creating a spam matrix A
ent <- c(2312.12324929972,-2000,1000,-2000,1000,-2000,
5031.91011235955,-2000,-2000,1000,-1,1000,-2000,
2049.8595505618,-2000,1000,-1,-2000,5036.89635854342,
-2000,1000,-2000,1,-2000,-2000,8119.66292134831,-2000,
-2000,-2000,1000,-2000,5058.83426966292,-2000,-1,1000,
-2000,2051.85434173669,-2000,1000,1,1000,-2000,-2000,
5043.87640449438,-2000,1,1000,-2000,1000,-2000,
2110.68820224719,-1,1,0,-1,1,-1,1)
rr <- as.integer(c(1,6,12,18,24,29,35,41,47,52,55,57,59))
cc <- as.integer(c(1,2,3,4,7,1,2,3,5,8,10,1,2,3,6,9,11,1,
4,5,6,7,10,2,4,5,6,8,3,4,5,6,9,12,1,4,
7,8,9,11,2,5,7,8,9,12,3,6,7,8,9,2,4,10,3,7,6,8))
di <- as.integer(c(12,12))
A <- new("spam",
entries=ent,
colindices=cc,
rowpointers=rr,
dimension=di)
## calculate the determinant
det(A)
## computes the inverse
solve(A)
## transform A in a plain matrix
A1 <- matrix(c(A), di)
## calculate the determinant
det(A1)
## computes the inverse
solve(A1)
version
_
platform i686-pc-linux-gnu
arch i686
os linux-gnu
system i686, linux-gnu
status
major 2
minor 14.1
year 2011
month 12
day 22
svn rev 57956
language R
version.string R version 2.14.1 (2011-12-22)
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