Grokbase Groups R r-help July 2003
FAQ
As the help page for "qr" says, LAPACK does not attempt to detect
linear dependencies or rank deficiencies, so you should not use the
value of "rank" obtained with argument, LAPACK = TRUE. Computing the
rank of a matrix using finite precision is difficult, as the example on
the help page for "qr" shows using Hilbert matrix order 9. The rank
can change depending on "tolerance" option, which is actually not used
if LAPACK = TRUE.

Ravi.

----- Original Message -----
From: Mike Meyer <mikem@salter-point.com>
Date: Wednesday, July 16, 2003 12:54 pm
Subject: [R] Is there a bug in qr(..,LAPACK=T)
The following snippet suggests that there is either a bug in
qr(,LAPACK=T), or some bug in my understanding. Note that the
detected rank is correct (= 2) using the default LINPACK qr, but
incorrect (=3) using LAPACK. This is running on Linux Redhat
9.0, using the lapack library that comes with the Redhat
distribution. I'm running R 1.7.1 compiled from the source. If
the bug is in my understanding (or in the Redhat 9.0 libraries or
compiler) I would much appreciate some enlightenment.
Thanks, --Mike
X
[,1] [,2] [,3]
[1,] 1 1 1
[2,] 1 2 1
[3,] 1 3 1
[4,] 1 4 1
qr(X)
$qr
[,1] [,2] [,3]
[1,] -2.0 -5.0000000 -2
[2,] 0.5 -2.2360680 0
[3,] 0.5 0.4472136 0
[4,] 0.5 0.8944272 0

$rank
[1] 2

$qraux
[1] 1.5 1.0 0.0

$pivot
[1] 1 2 3

attr(,"class")
[1] "qr"
qr(X,LAPACK=T)
$qr
[,1] [,2] [,3]
[1,] -5.4772256 -1.8257419 -1.825742e+00
[2,] 0.3087742 -0.8164966 -8.164966e-01
[3,] 0.4631613 -0.3270981 -1.378276e-16
[4,] 0.6175484 -0.7892454 9.055216e-01

$rank
[1] 3

$qraux
[1] 1.182574 1.156135 1.098920

$pivot
[1] 2 1 3

attr(,"useLAPACK")
[1] TRUE
attr(,"class")
[1] "qr"
--

Mike Meyer, Seattle WA

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