Dear Uwe,
thanks for the response.
I knew my matrix was almost singular, but is there any way to implement the
algorithm is solve(base) with a spam-matrix?
As workaround, I might add a ridge penalty:
ApP <- A+10^-1*diag.spam(nrow(A))
solve(ApP)
but this would completely jeopardize other parts of my model.
Thanks again,
Giancarlo
________________________________________
From: Uwe Ligges [lig...@statistik.tu-dortmund.de]
Sent: Saturday, February 09, 2013 8:04 PM
To: Camarda, Carlo Giovanni
Cc: r-h...@stat.math.ethz.ch
Subject: Re: [R] impossible to invert a spam-object, but possible when it's a
matrix-object
On 05.02.2013 13:29, Camarda, Carlo Giovanni wrote:
> Dear R-users,
>
> a question concerning sparse matrices in package "spam" (spam_0.29-2).
>
> On one hand I have a spam object (n X n) from which I cannot compute the
> inverse. On the other hand, if I convert this object in a plain matrix, I can
> find the inverse without any problem.
>
> Specifically I get the following error message:
> Error in chol.spam(a, ...) :
> Singularity problem when calculating the Cholesky factor.
>
> Obviously I get similar behaviour when I compute determinants of these
> objects.
>
> Please see below a toy-example which I created based on my actual problem.
>
Different algorithms are used to compute the inverse - and you are
rather close to singularity: kappa(A) results in 59638727.
Best,
Uwe Ligges
> Thanks in advance for any help,
> GC
>
>
> library(spam)
> ## creating a spam matrix A
> ent <- c(2312.12324929972,-2000,1000,-2000,1000,-2000,
> 5031.91011235955,-2000,-2000,1000,-1,1000,-2000,
> 2049.8595505618,-2000,1000,-1,-2000,5036.89635854342,
> -2000,1000,-2000,1,-2000,-2000,8119.66292134831,-2000,
> -2000,-2000,1000,-2000,5058.83426966292,-2000,-1,1000,
> -2000,2051.85434173669,-2000,1000,1,1000,-2000,-2000,
> 5043.87640449438,-2000,1,1000,-2000,1000,-2000,
> 2110.68820224719,-1,1,0,-1,1,-1,1)
> rr <- as.integer(c(1,6,12,18,24,29,35,41,47,52,55,57,59))
> cc <- as.integer(c(1,2,3,4,7,1,2,3,5,8,10,1,2,3,6,9,11,1,
> 4,5,6,7,10,2,4,5,6,8,3,4,5,6,9,12,1,4,
> 7,8,9,11,2,5,7,8,9,12,3,6,7,8,9,2,4,10,3,7,6,8))
> di <- as.integer(c(12,12))
> A <- new("spam",
> entries=ent,
> colindices=cc,
> rowpointers=rr,
> dimension=di)
> ## calculate the determinant
> det(A)
> ## computes the inverse
> solve(A)
>
> ## transform A in a plain matrix
> A1 <- matrix(c(A), di)
> ## calculate the determinant
> det(A1)
> ## computes the inverse
> solve(A1)
>
>
>> version
> _
> platform i686-pc-linux-gnu
> arch i686
> os linux-gnu
> system i686, linux-gnu
> status
> major 2
> minor 14.1
> year 2011
> month 12
> day 22
> svn rev 57956
> language R
> version.string R version 2.14.1 (2011-12-22)
>
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