Condition Number and other matters

1 messages 1 people Latest: Dec 02, 2022

Condition Number and other matters

From: Robert Bauer Date: December 02, 2022 technical
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 eigenvalue very small but negative?. Bob