[Gretl-devel] Re: nullspace() weirdness
Am 08.05.2023 um 21:33 schrieb Cottrell, Allin:
On Mon, May 8, 2023 at 12:24 PM Riccardo (Jack) Lucchetti
<p002264(a)staff.univpm.it> wrote:
> The inconsistency lies in the fact that the result of nullspace() is
> normalised by equating the largest element to 1 if has one column, and to
> be orthonormal otherwise. This may be a little unfortunate if one assumes
> (as I was doing) that the result is always orthonormal.
I agree, this doesn't look nice. Not sure why we thought it was a good
idea in the first place.
I don't remember, either, but I noticed that apart from
normalize_nullspace() in lib/src/gretl_matrix.c there's also a
nullspace_normalize function in plugin/jrestrict.c. If the latter is
specific to cointegration stuff, I think it would be good if the
function name reflected that. If, OTOH, it's a general algebra function,
maybe it should also live in lib/src/gretl_matrix.c, and its
relationship with the former function should be clarified.
Maybe the idea to set the largest element to 1 also had to do with
cointegration vector estimation at the time. Didn't PcGive also do
something like that? But again, I don't quite remember, and always
having norm-1-vectors shouldn't hurt, either.
cheers
sven
Attachments:
- attachment.htm (text/html — 1.9 KB)