Hello listers ! greetings from Paris !
I am currently working now on a script that i will soon submit to the
community. However, I think i have spotted a bug with possibly serious
consequences.
I am under WinXP running on 1.7.8 (not snapshot)
The script rely heavily on matrix commands and SVDs. I was puzzled to see that
the results provided by GRETL on certified data (ie, the data from papers, so
that i can be sure to have the good results) where completely at odds from
those of the paper !
Verifying the commands, I checked for any mistake left in the code. All the
formulae where ok, and conform to those exposed in the paper.
Then, as the data matrix is badly conditionned, (CI > 10^17...) i wondered if
there could be a numerical problem around (svd algorithm etc).
Finally is spotted the source of the error: the matrix per element
exponentiation seems to be falty. Try the small script :
matrix T = {1,0,0,0;0,0.5,0,0;0,0,1.5,0;0,0,0,0.125}
T
matrix S = inv(sqrt(T))
S
matrix V = T.^-0.5
V
matrix ZZ = S/V
ZZ
normally matrix, S whose elements are equal to : 1/sqrt(Tij) should be the
same as in matrix V. However, this is not the case and this was the cause of
my concern.
Now i use matrix S command and the results are in line with the papers i am
reproducing.
I think something may need to be fixed here.
thanx and cheers !
Franck