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Old 03-17-2013, 04:38 PM
Anne Paulson Anne Paulson is offline
Senior Member
Join Date: Jan 2013
Location: Silicon Valley
Posts: 52
Default Re: on the right track?

I had a difficult bug to find here, in R. Beware, other R users. I ran the first example, and it was just fine. I ran the second example, and got nothing like the right answer. What? said me.

I had been using my own linear regression program, since it was conveniently to hand. But I knew it worked. So I tried the builtin R linear regression, which gave the correct answer. I noticed that in my own linear regression, I was calling ginv, the pseudo-inverse function. I called solve, the actual inverse function (why you get the inverse of a square matrix by calling "solve" is beyond me, but I digress). That worked.

Finally I realized that our little example is quite a nasty matrix. The tolerance for ginv was something like 1E-8. Not small enough! Once I lowered the tolerance, everything was dandy.
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