From: huang min <minhuangr_at_gmail.com>

Date: Mon 30 May 2005 - 17:20:56 EST

bb<-eigen(b,symmetric=T)

aah<-bb$vectors%*%diag(1/sqrt(diag(a))) aa<-aah%*%t(aah) # aa should have the same eigenvalues as a and should be #invertable,however,

solve(aa) # can not be solved

solve(aa,tol=1e-19) # can be inverted, however, it is not symmetric and furthermore,

solve(aa,tol=1e-19)%*%aa # deviate much from the identity matrix

R-help@stat.math.ethz.ch mailing list

https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Mon May 30 17:31:23 2005

Date: Mon 30 May 2005 - 17:20:56 EST

a<-diag(c(rep(3,4),1e-18)) # a matrix with small eigenvalues b<-matrix(1:25,ncol=5) # define b to get an orthogonal matrix b<-b+t(b)

bb<-eigen(b,symmetric=T)

aah<-bb$vectors%*%diag(1/sqrt(diag(a))) aa<-aah%*%t(aah) # aa should have the same eigenvalues as a and should be #invertable,however,

solve(aa) # can not be solved

solve(aa,tol=1e-19) # can be inverted, however, it is not symmetric and furthermore,

solve(aa,tol=1e-19)%*%aa # deviate much from the identity matrix

I have already define aa to make sure it is symmetric. So the inverse should be symmetric.

R-help@stat.math.ethz.ch mailing list

https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Mon May 30 17:31:23 2005

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