[R] impossible to invert a spam-object, but possible when it's a matrix-object

[Camarda, Carlo Giovanni]

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 [ligges a statistik.tu-dortmund.de]
Sent: Saturday, February 09, 2013 8:04 PM
To: Camarda, Carlo Giovanni
Cc: r-help a 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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