Re: [Gretl-devel] Re. gretl too liberal with zero-length matrices
On Thu, 20 Dec 2012, Riccardo (Jack) Lucchetti wrote:
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.
It convinces me too. I've made a small start in CVS:
<hansl>
eval zeros(5,0) * zeros(0,5)
eval zeros(0,3) * zeros(3,0)
eval zeros(0,5)'zeros(0,5)
eval zeros(0,5) * zeros(5,2)
</hansl>
Is the last result OK, do we think?
Allin