[Rd] least squares with solve: leading minor is not positive definite

From: Tamas K Papp <tpapp_at_Princeton.EDU>
Date: Wed 29 Nov 2006 - 16:29:29 GMT


Hi,

I am following the "Comparing Least Squares Calculations" vignette of the Matrix package to get a least squares solution x for

MM %*% x == mu$utility

I get the following error message:

Error in solve(crossprod(MM), crossprod(MM, mu$utility)) :

        the leading minor of order 1079 is not positive definite

I thought that the least squares was always defined... What can I do about this?

Tamas



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