RE: Condition number

Hello all: Report of non-positive definiteness or negative eigenvalues, are reported during the analysis of the R matrix (decomposition and inversion), which occurs before the correlation matrix is constructed. Often, this is caused by numerical imprecision. If the R matrix step fails, the $COV step fails to produce a final variance-covariance matrix, and of course, does not produce a correlation matrix. If the R matrix inversion step succeeds, the variance-covariance matrix and its correlation matrix are produced, and the correlation matrix is then assessed for its eigenvalues. So, both the R matrix (first step) and correlation matrix (second step) are decomposed and assessed. Robert J. Bauer, Ph.D. Senior Director Pharmacometrics R&D ICON Early Phase 731 Arbor way, suite 100 Blue Bell, PA 19422 Office: (215) 616-6428 Mobile: (925) 286-0769 [email protected]<mailto:[email protected]> http://www.iconplc.com/