Singular Matrix

Question

Panos 2012-3-10

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https://ww2.mathworks.cn/matlabcentral/answers/31839-singular-matrix

Hello all!

I am trying to do a left hand inversion (using backslash operator) but I get the following message:

Matrix is singular to working precision. RCOND=NaN

What can I do to avoid this and make the operation? The matrix is 1500x1500 and has a lot of zeros...

Thank you.

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Answer 1

William 2012-3-10

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https://ww2.mathworks.cn/matlabcentral/answers/31839-singular-matrix#answer_40345

The matrix you are working with is not full rank or no independent. This means that some columns or rows within the matrix are functions of others. The best way to figure out which columns or rows are the problems is to delete a row or column and use rank() to see if the number returned is the minimum number of rows or columns. once this is true than you have an independent matrix and the operation should work.

If this doesn't make sense try searching for "Matrix independence" on google

Hope this helps

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Walter Roberson 2012-10-13

Please expand on "still it doesn't work"

Venkat R 2012-10-14

在 MATLAB Online 中打开

Expanding I am using two software packages to compute GMM

1. First one gives (at the Expectation Maximization stage)

Warning: Matrix is singular, close to singular or badly scaled. Results may be inaccurate. RCOND = NaN.

2. The other gives

??? Error using ==> chol Matrix must be positive definite.

Although both the packages work fine for a sample 2x1000 matrix fine.

3. I even tried

 [vec,val] = eig(dscr);
 val(val<0) = eps;
 dscr1 = vec*val*vec';

as mentioned in

http://www.mathworks.com/matlabcentral/newsreader/view_thread/113597

But the same 1) and 2) are continuing

regards,

Venkat

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Answer 2

Panos 2012-3-11

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Thank you for your answer William!

The problem was that some rows of the matrix had NaN entries. Consequently, the inverse could not be calculated by MatLab. By using rank I identified them (the result was NaN istead of the minimum rows/columns) and I found a bug to my model. Thanks again!