Re: [Gretl-users] Orthonormal matrix
Am 15.03.2019 um 12:35 schrieb Olasehinde Timmy:
illustrative purposes using vecm output, let α = {-0.3;0.4}, and β =
{1,2.2}, how can I compute the orthonormals for this two matrices.
Because, I tried using the nullspace command in gretl, but I keep
getting empty space matrix.
You have to use the transpose:
a = {-0.3;0.4}
eval nullspace(a')
This is due to the convention used that A*nullspace(A) should be zero,
as opposed to A'nullspace(A). Equivalently as stated in the
documentation: "...except when A has full column rank, in which case an
empty matrix is returned."
(BTW, the most common name for this is "orthogonal complement" AFAIK.)
cheers
sven