R里矩阵运算太大怎么办？

shiyiming

运算时候经常出现数值是Inf，或者元素比较大，求逆的时候认为是奇异的。
请问如何处理这种情况？
谢谢！
[,1]          [,2]          [,3]          [,4]          [,5]
[1,]  5.532689e+38 -1.653593e+39  4.942214e+39 -1.477116e+40  4.414771e+40
[2,] -1.653593e+39  4.942214e+39 -1.477116e+40  4.414771e+40 -1.319477e+41
[3,]  4.942214e+39 -1.477116e+40  4.414771e+40 -1.319477e+41  3.943629e+41
[4,] -1.477116e+40  4.414771e+40 -1.319477e+41  3.943629e+41 -1.178665e+42
[5,]  4.414771e+40 -1.319477e+41  3.943629e+41 -1.178665e+42  3.522778e+42
[6,] -1.319477e+41  3.943629e+41 -1.178665e+42  3.522778e+42 -1.052884e+43
[7,]  3.943629e+41 -1.178665e+42  3.522778e+42 -1.052884e+43  3.146849e+43
              [,6]          [,7]
[1,] -1.319477e+41  3.943629e+41
[2,]  3.943629e+41 -1.178665e+42
[3,] -1.178665e+42  3.522778e+42
[4,]  3.522778e+42 -1.052884e+43
[5,] -1.052884e+43  3.146849e+43
[6,]  3.146849e+43 -9.405277e+43
[7,] -9.405277e+43  2.811044e+44

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人大经济论坛


就比如这个矩阵，R会提示：错误于solve.default(temp1) : 系统计算上是奇异的: 倒条件数=1.42261e-21

怎么办啊？谢谢

shiyiming

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人大经济论坛pinggu.org

shiyiming

what about scaling down by a scalar, i.e.

(kA)-1 =k-1*A-1

jingju

shiyiming

趋于奇异的矩阵求逆用基于SVD的generalized inverse

[quote=&quot;pinky_0211&quot;:3apb47w3]运算时候经常出现数值是Inf，或者元素比较大，求逆的时候认为是奇异的。
请问如何处理这种情况？
谢谢！
[,1]          [,2]          [,3]          [,4]          [,5]
[1,]  5.532689e+38 -1.653593e+39  4.942214e+39 -1.477116e+40  4.414771e+40
[2,] -1.653593e+39  4.942214e+39 -1.477116e+40  4.414771e+40 -1.319477e+41
[3,]  4.942214e+39 -1.477116e+40  4.414771e+40 -1.319477e+41  3.943629e+41
[4,] -1.477116e+40  4.414771e+40 -1.319477e+41  3.943629e+41 -1.178665e+42
[5,]  4.414771e+40 -1.319477e+41  3.943629e+41 -1.178665e+42  3.522778e+42
[6,] -1.319477e+41  3.943629e+41 -1.178665e+42  3.522778e+42 -1.052884e+43
[7,]  3.943629e+41 -1.178665e+42  3.522778e+42 -1.052884e+43  3.146849e+43
              [,6]          [,7]
[1,] -1.319477e+41  3.943629e+41
[2,]  3.943629e+41 -1.178665e+42
[3,] -1.178665e+42  3.522778e+42
[4,]  3.522778e+42 -1.052884e+43
[5,] -1.052884e+43  3.146849e+43
[6,]  3.146849e+43 -9.405277e+43
[7,] -9.405277e+43  2.811044e+44

<!-- m --><a class="postlink" href="http://bbs.pinggu.org/thread-1092589-1-1.html">http://bbs.pinggu.org/thread-1092589-1-1.html</a><!-- m -->
人大经济论坛


就比如这个矩阵，R会提示：错误于solve.default(temp1) : 系统计算上是奇异的: 倒条件数=1.42261e-21

怎么办啊？谢谢[/quote:3apb47w3]