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ptc-54127301-Visitor
1-Visitor
December 5, 2013
Question

Errors working with a largematrix

  • December 5, 2013
  • 2 replies
  • 1246 views

Z is a 51 row X 3 column matrix. I need to obtain the 51 X 51 matrix H = Z(Z'Z)^(-1)Z', where ' denotes transpose and ^(-1) means inverse. H is idempotent, so as a check, either H'H or HH' should yield an identity matrix. Straightforward evaluation of H evidently yields an incorrect result, as H'H is not an identity matrix.. Can MathCad handle matrices this large? Or are there special procedures for dealing with such matrices?

2 replies

W
Werner_E25-Diamond I
25-Diamond I
December 5, 2013

Matrices of that size should be no problem for Mathcad or for Prime and there are no special treatments.

Why don't you tell us which version of Mathcad or Prime you are using and why not attach your worksheet showing what you think is wrong?

W
Werner_E25-Diamond I
25-Diamond I
December 5, 2013

Sorry, I just read your post more carefully.

H is idempotent, so as a check, either H'H or HH' should yield an identity matrix.

Why? Doesn't idempotent simply mean that H^2 = H?

This is true for H:

idempotence.png

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