From: David Scott <d.scott_at_auckland.ac.nz>

Date: Mon 31 Oct 2005 - 08:29:52 EST

*> [4,] 66.56 35.84 19.84 40.96 138.88
*

*> [5,] 225.68 121.52 67.27 138.88 470.89
*

*> [1,] -1.372649e+14 1.078492e+14 -2.553747e+14
*

*> 1.126842e+14 4.120191e+13
*

*> [2,] -1.174558e+14 1.543860e+14 2.323143e+14
*

*> -1.375074e+14 2.381809e+13
*

*> [3,] -3.062129e+14 6.914056e+14 -1.656744e+15
*

*> 7.007732e+14 -1.672741e+12
*

*> [4,] 1.761208e+14 -3.724017e+14 7.773835e+14
*

*> -2.156631e+14 -3.575351e+13
*

*> [5,] 8.789836e+13 -8.046912e+13 6.984285e+13
*

*> -5.502429e+13 -1.510937e+13
*

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 Oct 31 08:36:44 2005

Date: Mon 31 Oct 2005 - 08:29:52 EST

On Sun, 30 Oct 2005, Robert wrote:

> I found a very odd thing.

*> A matrix multiplied by its inverse matrix should be an
**> identity matrix.
**> But why the following thing happens?
**> <a%*%solve(a) is not an identity matrix>
*

>> x%*%t(x)

> [,1] [,2] [,3] [,4] [,5]

> [1,] 108.16 58.24 32.24 66.56 225.68> [2,] 58.24 31.36 17.36 35.84 121.52> [3,] 32.24 17.36 9.61 19.84 67.27

>> a=x%*%t(x) >> solve(a)

> [,1] [,2] [,3]

> [,4] [,5]

All those e+13, e+14, e+15 values didn't ring any alarms for you?

What you are seeing is just the limits of accuracy of calculation on a computer.

Yes, A times A^{-1} is the identity when calculations are infinitely accurate, but there are limits on accuracy when using a computer.

Lots of other nice mathematical properties go out the window with floating point computation: it is not associative or distributive for starters.

Best do a bit of reading on floating point computation: the Wiki article is a readily available starting point:

http://en.wikipedia.org/wiki/Floating_point

David Scott

David Scott Department of Statistics, Tamaki Campus The University of Auckland, PB 92019 Auckland NEW ZEALAND Phone: +64 9 373 7599 ext 86830 Fax: +64 9 373 7000 Email: d.scott@auckland.ac.nz

Graduate Officer, Department of Statistics

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 Oct 31 08:36:44 2005

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