hello Charilaos thank you for your reply. i know how to use R to calculate the results. i want to simplify the results mathematically. i found a reference that helps. see mardia, kent, bibby, "multivariate analysis", (2003) pg 457,458 for the correct simplifiations. (for those interested) |A+BC|=|A||I(p)+inv(A)BC|=|A||I(n)+Cinv(A)B| for B (p by n) , C (n by p), A (p by p) and non singular. regards Allan Clark ======== Lecturer in Statistical Sciences Department University of Cape Town 7701 Rondebosch South Africa TEL (Office): +27-21-650-3228 FAX: +27-21-650-4773 http://web.uct.ac.za/depts/stats/aclark.htm
>>> Charilaos Skiadas <[EMAIL PROTECTED]> 2008/01/22 01:24 PM >>> Can you just multiply the matrices with %*% ( ?"%*%" ), form the identity through diag ( ?diag ), and then use "det" to get the determinant? (though read the note in ?qr ). Haris Skiadas Department of Mathematics and Computer Science Hanover College On Jan 22, 2008, at 5:02 AM, Allan Clark wrote: > hello all > > sorry for the following "none" R related question. > > > > does anyone know of a reference to calculate the following identity: > > |I + ABC| > > where I is an identity matrix and A, B,C may not have to be square > matrices? > > > you help will be greatly appreciated. > > > > H. V. Henderson; S. R. Searle > SIAM Review, Vol. 23, No. 1. (Jan., 1981), pp. 53-60. > > provides a result to calculate the inverse of I + ABC. (for those > interested!!!) > > thanking you in advance > > > Allan Clark > ======== > Lecturer in Statistical Sciences Department > University of Cape Town > 7701 Rondebosch > South Africa > TEL (Office): +27-21-650-3228 > FAX: +27-21-650-4773 > http://web.uct.ac.za/depts/stats/aclark.htm > > > [[alternative HTML version deleted]] [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
