Re: [Gretl-devel] Re. gretl too liberal with zero-length matrices
On Thu, 20 Dec 2012, Andreas Noack Jensen wrote:
When I write code for reduced rank regression in Gretl I need to
make
special cases for rank zero and one lag. I think the only possible value
for the entries of matrix(5,0)*matrix(0,5) is zeros and the argument is
reduced rank. The matrix matrix(5,r)*matrix(r,5) generally has rank
min(5,r) and the only zero rank matrix is the zero matrix.
By my amateurish command of linear algebra, this is a very convincing
argument. If any algebraist is around, contributions are welcome.
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Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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