Condition number

From: Robert Bauer Date: December 02, 2022 technical Source: mail-archive.com
Hello Ken: I am quite unaware that some eigenvalues of a properly positive-definite verified variance-covariance from a pure R matrix would be negative, or that this would even occur for its correlation matrix. Similarly, if the variance-covariance form is of sandwich form, such as (Rinv)S(Rinv), if there components (R, S) were each verified to be positive definite, then it, and its correlation matrix would necessarily have all positive eigenvalues. I would need to see your NONMEM result file to understand why this would happen. Is the negative eigenvalues very small but negative? (such as 10^-15, or something like that). 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/
Nov 29, 2022 Ayyappa Chaturvedula Condition number
Nov 29, 2022 Kenneth Kowalski RE: Condition number
Nov 29, 2022 Peter Bonate RE: Condition number
Nov 29, 2022 Jeroen Elassaiss-Schaap Re: Condition number
Nov 29, 2022 Kyun-Seop Bae Fwd: Condition number
Nov 30, 2022 Matt Fidler Re: Condition number
Nov 30, 2022 Kenneth Kowalski RE: Condition number
Nov 30, 2022 Leonid Gibiansky Re: Condition number
Nov 30, 2022 Peter Bonate Re: Condition number
Nov 30, 2022 Robert Bauer RE: Condition number
Nov 30, 2022 Bill Denney RE: Condition number
Dec 01, 2022 Kyun-Seop Bae Re: Condition number
Dec 01, 2022 Peter Bonate RE: Condition number
Dec 01, 2022 Kenneth Kowalski RE: Condition number
Dec 01, 2022 Ayyappa Chaturvedula Re: Condition number
Dec 01, 2022 Al Maloney Re: Condition number
Dec 01, 2022 Robert Bauer RE: [EXTERNAL] RE: Condition number
Dec 01, 2022 Robert Bauer Condition number
Dec 02, 2022 Robert Bauer Condition number