From J.C.Rougier@durham.ac.uk  Wed Jan 10 11:19:14 2001
From: J.C.Rougier@durham.ac.uk (Jonathan Rougier)
Date: Wed, 10 Jan 2001 11:19:14 +0000 (GMT)
Subject: [Rd] Inconsistent behaviour in solve (PR#805)
In-Reply-To: <200101101101.MAA07190@pubhealth.ku.dk>
Message-ID: <Pine.GSO.4.20.0101101115130.503-100000@laplace>

On Wed, 10 Jan 2001 ripley@stats.ox.ac.uk wrote:

> On Wed, 10 Jan 2001, Jonathan Rougier wrote:
> >
> > What was puzzling was that the answers were not the same.  The two results
> > will have different effects in further calculations as NaN and -Inf are
> > not treated identically (e.g. max or min).  My understanding, supported by
> > the documentation, is that the two results should be identical, excepting
> > numerical accuracy.
> 
> Really?  Which documentation?  I don't think they are the same once
> non-finite numbers are involved, and ?solve did not lead me to believe
> otherwise.

I think it is by ommision.  There is nothing in the solve documentation
that suggests that solve(A) %*% b and solve(A, b) will give different
answers if b contains non-finite values.  Therefore it is reasonable to
expect the answers to be the same.  May I suggest that a note might be
added to the documentation to highlight this?

Cheers, Jonathan.

Jonathan Rougier                       Science Laboratories
Department of Mathematical Sciences    South Road
University of Durham                   Durham DH1 3LE
tel: +44 (0)191 374 2361, fax: +44 (0)191 374 7388
http://www.maths.dur.ac.uk/stats/people/jcr/jcr.html

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[Rd] Inconsistent behaviour in solve (PR#805)
Jonathan Rougier