[R] ginv and matlab's pinv give different results
Uwe Ligges
ligges at statistik.tu-dortmund.de
Sun Feb 24 20:02:56 CET 2008
Pedro Mardones wrote:
> Dear all;
> I'm kind of confused with the results obtained using the ginv function
> from package MASS and pinv function from Matlab. Accroding to the
> documentation both functions performs a Moore-Penrose generalized
> inverse of a matrix X. The problem is when I change the tolerance
> value, say to 1E-3.
>
> Here is some output from ginv
> 195.2674402 235.6758714 335.0830253 8.977515484 -291.7798965
> 428.8266383 165.9809056 284.0561017 -74.35007018 -210.3373981
> 440.6537582 42.44715935 290.4538488 -58.74366626 -86.71457799
> 246.4469887 -36.24936825 397.6034028 -107.7574448 10.7545897
> -17.07138404 30.43896492 399.3831596 -88.49681959 12.33524917
>
>
> ad here from pinv
> 1.988794963 4.931306729 -12.72706642 -3.903229019 -4.516082822
> 3.017403231 4.799144574 -14.43317599 -5.388596501 -5.872449411
> 4.951830097 4.684716091 -17.13075023 -6.584430072 -7.142673623
> 7.457154317 2.896685565 -21.59318352 -11.38286985 -10.58210901
> 7.841116927 0.836247791 -23.12560946 -13.99460333 -11.8333927
>
> I'm sure it must be some explanation that I'm not aware of. If anyone
> can (want) to run the test I can email the data set
Without the original data we cannot say if one or both of them are wrong
or correct. Hence, please make the data and the code you have used
available - as the posting guide suggests.
Uwe Ligges
> Thanks for any idea
>
> PM
>
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