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Matrix Inversion

Hello Wang

matrix bb is symmetric positive semidefinite, so
algebraically the eigenvalues are nonnegative.

I would use

bb <- crossprod(b)

to calculate bb (faster and possibly more accurate)

Look at eigen(bb,TRUE,TRUE)$values

(see ?eigen for the meaning of the arguments) to see how
many very small eigenvalues you have.  The number of zero
eigenvalues is equal to the number of linear relations
in the columns of b.


HTH


rksh
On 12 Dec 2007, at 10:59, Wang Chengbin wrote:

            
--
Robin Hankin
Uncertainty Analyst and Neutral Theorist,
National Oceanography Centre, Southampton
European Way, Southampton SO14 3ZH, UK
  tel  023-8059-7743