Dear members, I am using "solve" to compute the inverse of a 5 by 5 matrix using R and matlab. The results are quite interesting.. It seems that R has very poor precision in terms of calculating inverse of a matrix. Can someone tell me if I should use other functions to computer matrix inverse? R Code ------------ > b [,1] [,2] [,3] [,4] [,5] [1,] 1.00000000 0.02522892 -0.09181110 0.03656846 -0.01403095 [2,] 0.02522892 1.00000000 0.12764892 0.05252468 0.05174332 [3,] -0.09181110 0.12764892 1.00000000 -0.01334807 0.02270218 [4,] 0.03656846 0.05252468 -0.01334807 1.00000000 -0.08303199 [5,] -0.01403095 0.05174332 0.02270218 -0.08303199 1.00000000 > solve(b) [,1] [,2] [,3] [,4] [,5] [1,] 1.01117403 -0.03672483 0.09683324 -0.03282862 0.01116385 [2,] -0.03672483 1.02393425 -0.13360444 -0.05881784 -0.05534769 [3,] 0.09683324 -0.13360444 1.02646994 0.01604039 -0.01369944 [4,] -0.03282862 -0.05881784 0.01604039 1.01166293 0.08621905 [5,] 0.01116385 -0.05534769 -0.01369944 0.08621905 1.01049046 > solve(b) *b [,1] [,2] [,3] [,4] [,5] [1,] 1.0111740259 -0.0009265279 -0.0088903666 -0.0012004920 -0.0001566394 [2,] -0.0009265279 1.0239342521 -0.0170544622 -0.0030893886 -0.0028638734 [3,] -0.0088903666 -0.0170544622 1.0264699443 -0.0002141082 -0.0003110073 [4,] -0.0012004920 -0.0030893886 -0.0002141082 1.0116629287 -0.0071589398 [5,] -0.0001566394 -0.0028638734 -0.0003110073 -0.0071589398 1.0104904599 Matlab Code ___________________ >> b b = 1.0000 0.0252 -0.0918 0.0366 -0.0140 0.0252 1.0000 0.1276 0.0525 0.0517 -0.0918 0.1276 1.0000 -0.0133 0.0227 0.0366 0.0525 -0.0133 1.0000 -0.0830 -0.0140 0.0517 0.0227 -0.0830 1.0000 >> b^-1 ans = 1.0112 -0.0367 0.0968 -0.0328 0.0112 -0.0367 1.0239 -0.1336 -0.0588 -0.0553 0.0968 -0.1336 1.0265 0.0160 -0.0137 -0.0328 -0.0588 0.0160 1.0117 0.0862 0.0112 -0.0553 -0.0137 0.0862 1.0105 >> b^-1 *b ans = 1.0000 -0.0000 -0.0000 -0.0000 0.0000 -0.0000 1.0000 -0.0000 -0.0000 -0.0000 -0.0000 -0.0000 1.0000 0.0000 -0.0000 -0.0000 -0.0000 0.0000 1.0000 -0.0000 0 -0.0000 0.0000 0.0000 1.0000 [[alternative HTML version deleted]]

Hey zack, it seems to me that in the example you are using entry-wise multiplication instead of matrix multiplication, i.e, you should be using solve(b) %*% b cheers, Achilleas On Mon, Nov 22, 2010 at 12:04 PM, zack liu <zack80.liu@gmail.com> wrote: > Dear members, > > I am using "solve" to compute the inverse of a 5 by 5 matrix using R and > matlab. The results are quite interesting.. It seems that R has very poor > precision in terms of calculating inverse of a matrix. > > Can someone tell me if I should use other functions to computer matrix > inverse? > > > R Code > > ------------ > > > b > [,1] [,2] [,3] [,4] [,5] > [1,] 1.00000000 0.02522892 -0.09181110 0.03656846 -0.01403095 > [2,] 0.02522892 1.00000000 0.12764892 0.05252468 0.05174332 > [3,] -0.09181110 0.12764892 1.00000000 -0.01334807 0.02270218 > [4,] 0.03656846 0.05252468 -0.01334807 1.00000000 -0.08303199 > [5,] -0.01403095 0.05174332 0.02270218 -0.08303199 1.00000000 > > solve(b) > [,1] [,2] [,3] [,4] [,5] > [1,] 1.01117403 -0.03672483 0.09683324 -0.03282862 0.01116385 > [2,] -0.03672483 1.02393425 -0.13360444 -0.05881784 -0.05534769 > [3,] 0.09683324 -0.13360444 1.02646994 0.01604039 -0.01369944 > [4,] -0.03282862 -0.05881784 0.01604039 1.01166293 0.08621905 > [5,] 0.01116385 -0.05534769 -0.01369944 0.08621905 1.01049046 > > solve(b) *b > [,1] [,2] [,3] [,4] [,5] > [1,] 1.0111740259 -0.0009265279 -0.0088903666 -0.0012004920 -0.0001566394 > [2,] -0.0009265279 1.0239342521 -0.0170544622 -0.0030893886 -0.0028638734 > [3,] -0.0088903666 -0.0170544622 1.0264699443 -0.0002141082 -0.0003110073 > [4,] -0.0012004920 -0.0030893886 -0.0002141082 1.0116629287 -0.0071589398 > [5,] -0.0001566394 -0.0028638734 -0.0003110073 -0.0071589398 1.0104904599 > > > Matlab Code > ___________________ > > >> b > > b = > > 1.0000 0.0252 -0.0918 0.0366 -0.0140 > 0.0252 1.0000 0.1276 0.0525 0.0517 > -0.0918 0.1276 1.0000 -0.0133 0.0227 > 0.0366 0.0525 -0.0133 1.0000 -0.0830 > -0.0140 0.0517 0.0227 -0.0830 1.0000 > > >> b^-1 > > ans = > > 1.0112 -0.0367 0.0968 -0.0328 0.0112 > -0.0367 1.0239 -0.1336 -0.0588 -0.0553 > 0.0968 -0.1336 1.0265 0.0160 -0.0137 > -0.0328 -0.0588 0.0160 1.0117 0.0862 > 0.0112 -0.0553 -0.0137 0.0862 1.0105 > > >> b^-1 *b > > ans = > > 1.0000 -0.0000 -0.0000 -0.0000 0.0000 > -0.0000 1.0000 -0.0000 -0.0000 -0.0000 > -0.0000 -0.0000 1.0000 0.0000 -0.0000 > -0.0000 -0.0000 0.0000 1.0000 -0.0000 > 0 -0.0000 0.0000 0.0000 1.0000 > > [[alternative HTML version deleted]] > > _______________________________________________ > Bioconductor mailing list > Bioconductor@stat.math.ethz.ch > https://stat.ethz.ch/mailman/listinfo/bioconductor > Search the archives: > http://news.gmane.org/gmane.science.biology.informatics.conductor > [[alternative HTML version deleted]]

Try solve(b) %*% b. --Misha On Mon, 22 Nov 2010, zack liu wrote: > Dear members, > > I am using "solve" to compute the inverse of a 5 by 5 matrix using R and > matlab. The results are quite interesting.. It seems that R has very poor > precision in terms of calculating inverse of a matrix. > > Can someone tell me if I should use other functions to computer matrix > inverse? > > > R Code > > ------------ > >> b > [,1] [,2] [,3] [,4] [,5] > [1,] 1.00000000 0.02522892 -0.09181110 0.03656846 -0.01403095 > [2,] 0.02522892 1.00000000 0.12764892 0.05252468 0.05174332 > [3,] -0.09181110 0.12764892 1.00000000 -0.01334807 0.02270218 > [4,] 0.03656846 0.05252468 -0.01334807 1.00000000 -0.08303199 > [5,] -0.01403095 0.05174332 0.02270218 -0.08303199 1.00000000 >> solve(b) > [,1] [,2] [,3] [,4] [,5] > [1,] 1.01117403 -0.03672483 0.09683324 -0.03282862 0.01116385 > [2,] -0.03672483 1.02393425 -0.13360444 -0.05881784 -0.05534769 > [3,] 0.09683324 -0.13360444 1.02646994 0.01604039 -0.01369944 > [4,] -0.03282862 -0.05881784 0.01604039 1.01166293 0.08621905 > [5,] 0.01116385 -0.05534769 -0.01369944 0.08621905 1.01049046 >> solve(b) *b > [,1] [,2] [,3] [,4] [,5] > [1,] 1.0111740259 -0.0009265279 -0.0088903666 -0.0012004920 -0.0001566394 > [2,] -0.0009265279 1.0239342521 -0.0170544622 -0.0030893886 -0.0028638734 > [3,] -0.0088903666 -0.0170544622 1.0264699443 -0.0002141082 -0.0003110073 > [4,] -0.0012004920 -0.0030893886 -0.0002141082 1.0116629287 -0.0071589398 > [5,] -0.0001566394 -0.0028638734 -0.0003110073 -0.0071589398 1.0104904599 > > > Matlab Code > ___________________ > >>> b > > b = > > 1.0000 0.0252 -0.0918 0.0366 -0.0140 > 0.0252 1.0000 0.1276 0.0525 0.0517 > -0.0918 0.1276 1.0000 -0.0133 0.0227 > 0.0366 0.0525 -0.0133 1.0000 -0.0830 > -0.0140 0.0517 0.0227 -0.0830 1.0000 > >>> b^-1 > > ans = > > 1.0112 -0.0367 0.0968 -0.0328 0.0112 > -0.0367 1.0239 -0.1336 -0.0588 -0.0553 > 0.0968 -0.1336 1.0265 0.0160 -0.0137 > -0.0328 -0.0588 0.0160 1.0117 0.0862 > 0.0112 -0.0553 -0.0137 0.0862 1.0105 > >>> b^-1 *b > > ans = > > 1.0000 -0.0000 -0.0000 -0.0000 0.0000 > -0.0000 1.0000 -0.0000 -0.0000 -0.0000 > -0.0000 -0.0000 1.0000 0.0000 -0.0000 > -0.0000 -0.0000 0.0000 1.0000 -0.0000 > 0 -0.0000 0.0000 0.0000 1.0000 > > [[alternative HTML version deleted]] > > _______________________________________________ > Bioconductor mailing list > Bioconductor at stat.math.ethz.ch > https://stat.ethz.ch/mailman/listinfo/bioconductor > Search the archives: http://news.gmane.org/gmane.science.biology.informatics.conductor >

Hi Zack I think using solve(b) %*% b instead of solve(b) * b will yield a better result. Using the second command carries out a miltiplication by the same components, i.e. A * B=(A_ij*B_ij) for each i,j Best Markus zack liu wrote: > Dear members, > > I am using "solve" to compute the inverse of a 5 by 5 matrix using R and > matlab. The results are quite interesting.. It seems that R has very poor > precision in terms of calculating inverse of a matrix. > > Can someone tell me if I should use other functions to computer matrix > inverse? > > > R Code > > ------------ > > >> b >> > [,1] [,2] [,3] [,4] [,5] > [1,] 1.00000000 0.02522892 -0.09181110 0.03656846 -0.01403095 > [2,] 0.02522892 1.00000000 0.12764892 0.05252468 0.05174332 > [3,] -0.09181110 0.12764892 1.00000000 -0.01334807 0.02270218 > [4,] 0.03656846 0.05252468 -0.01334807 1.00000000 -0.08303199 > [5,] -0.01403095 0.05174332 0.02270218 -0.08303199 1.00000000 > >> solve(b) >> > [,1] [,2] [,3] [,4] [,5] > [1,] 1.01117403 -0.03672483 0.09683324 -0.03282862 0.01116385 > [2,] -0.03672483 1.02393425 -0.13360444 -0.05881784 -0.05534769 > [3,] 0.09683324 -0.13360444 1.02646994 0.01604039 -0.01369944 > [4,] -0.03282862 -0.05881784 0.01604039 1.01166293 0.08621905 > [5,] 0.01116385 -0.05534769 -0.01369944 0.08621905 1.01049046 > >> solve(b) *b >> > [,1] [,2] [,3] [,4] [,5] > [1,] 1.0111740259 -0.0009265279 -0.0088903666 -0.0012004920 -0.0001566394 > [2,] -0.0009265279 1.0239342521 -0.0170544622 -0.0030893886 -0.0028638734 > [3,] -0.0088903666 -0.0170544622 1.0264699443 -0.0002141082 -0.0003110073 > [4,] -0.0012004920 -0.0030893886 -0.0002141082 1.0116629287 -0.0071589398 > [5,] -0.0001566394 -0.0028638734 -0.0003110073 -0.0071589398 1.0104904599 > > > Matlab Code > ___________________ > > >>> b >>> > > b = > > 1.0000 0.0252 -0.0918 0.0366 -0.0140 > 0.0252 1.0000 0.1276 0.0525 0.0517 > -0.0918 0.1276 1.0000 -0.0133 0.0227 > 0.0366 0.0525 -0.0133 1.0000 -0.0830 > -0.0140 0.0517 0.0227 -0.0830 1.0000 > > >>> b^-1 >>> > > ans = > > 1.0112 -0.0367 0.0968 -0.0328 0.0112 > -0.0367 1.0239 -0.1336 -0.0588 -0.0553 > 0.0968 -0.1336 1.0265 0.0160 -0.0137 > -0.0328 -0.0588 0.0160 1.0117 0.0862 > 0.0112 -0.0553 -0.0137 0.0862 1.0105 > > >>> b^-1 *b >>> > > ans = > > 1.0000 -0.0000 -0.0000 -0.0000 0.0000 > -0.0000 1.0000 -0.0000 -0.0000 -0.0000 > -0.0000 -0.0000 1.0000 0.0000 -0.0000 > -0.0000 -0.0000 0.0000 1.0000 -0.0000 > 0 -0.0000 0.0000 0.0000 1.0000 > > [[alternative HTML version deleted]] > > _______________________________________________ > Bioconductor mailing list > Bioconductor at stat.math.ethz.ch > https://stat.ethz.ch/mailman/listinfo/bioconductor > Search the archives: http://news.gmane.org/gmane.science.biology.informatics.conductor > -- Diplom-Bioinform. Markus B?nn Martin-Luther-Universit?t Halle-Wittenberg Naturwissenschaftliche Fakult?t III Institut f?r Informatik von-Seckendorff-Platz 1 06120 Halle (Saale)