gretl 2020e Windows 64
I created a "residual maker" matrix M = I - X*inv(X'X)*X', which
is symmetric, non-invertible and idempotent. Below I have copied
its properties as printed out by gretl. It clearly states that the
matrix is "Not idempotent".
But It is, in theory and it is in practice: I performed the
operation M*M - M, and I got a matrix with zeros or numbers raised
to the 10^{-16} or even smaller.
What does it take for gretl to characterize a matrix as
idempotent?
**************************************
Properties of matrix M
Rows 50
Columns 50
Rank 47
Square
Not idempotent
1-norm 3.0108809
Infinity-norm 3.0108809
Trace 47
Determinant 4.0749073e-047
Eigenvalues:
(1.586419e-015, 0)
(-1.300316e-015, 0)
(3.561026e-017, 0)
(1, 0)
(1, 0)
(1, 0)
(1, 0)
(1, 0)
(1, 0)
(1, 0)
(1, 0)
(1, 0)
(1, 0)
(1, 0)
(1, 0)
(1, 0)
(1, 0)
(1, 0)
(1, 0)
(1, 0)
(1, 0)
(1, 0)
(1, 0)
(1, 0)
(1, 0)
(1, 0)
(1, 0)
(1, 0)
(1, 0)
(1, 0)
(1, 0)
(1, 0)
(1, 0)
(1, 0)
(1, 0)
(1, 0)
(1, 0)
(1, 0)
(1, 0)
(1, 0)
(1, 0)
(1, 0)
(1, 0)
(1, 0)
(1, 0)
(1, 0)
(1, 0)
(1, 5.5511151e-017)
(1, -5.5511151e-017)
(1, 0)
-- Alecos Papadopoulos PhD Athens University of Economics and Business web: alecospapadopoulos.wordpress.com/ scholar:https://g.co/kgs/BqH2YU