Thread Subject: About a strange result in matrix multiplication

Subject: About a strange result in matrix multiplication

From: elena Battini

Date: 13 Nov, 2009 11:30:06

Message: 1 of 4

Hi,
I am multiplying 2 matrices of size A=70*2500 and A'=2500*70, actually, I am calculating the covariance matrix of A: C=A*A'. Due to some pre-processing step, I know that the rank of C will be 69 and not 70, but the surprise is that the dimension of C is 69*69 and not the expected 70*70. Why? How is it possible? I searched on the help of MATLAB but I could not find any solution.
Thank in advance.
Elena

Subject: About a strange result in matrix multiplication

From: John D'Errico

Date: 13 Nov, 2009 11:42:03

Message: 2 of 4

"elena Battini" <idilselin@yahoo.it> wrote in message <hdjfvu$bi5$1@fred.mathworks.com>...
> Hi,
> I am multiplying 2 matrices of size A=70*2500 and A'=2500*70, actually, I am calculating the covariance matrix of A: C=A*A'. Due to some pre-processing step, I know that the rank of C will be 69 and not 70, but the surprise is that the dimension of C is 69*69 and not the expected 70*70. Why? How is it possible? I searched on the help of MATLAB but I could not find any solution.
> Thank in advance.
> Elena

If C is actually 69x69, then A is NOT 70x2500
as you claim. This is a 100% certainty. A lead
pipe cinch.

Check your matrix.

John

Subject: About a strange result in matrix multiplication

From: elena Battini

Date: 13 Nov, 2009 13:41:04

Message: 3 of 4

"John D'Errico" <woodchips@rochester.rr.com> wrote in message <hdjgmb$sre$1@fred.mathworks.com>...
> "elena Battini" <idilselin@yahoo.it> wrote in message <hdjfvu$bi5$1@fred.mathworks.com>...
> > Hi,
> > I am multiplying 2 matrices of size A=70*2500 and A'=2500*70, actually, I am calculating the covariance matrix of A: C=A*A'. Due to some pre-processing step, I know that the rank of C will be 69 and not 70, but the surprise is that the dimension of C is 69*69 and not the expected 70*70. Why? How is it possible? I searched on the help of MATLAB but I could not find any solution.
> > Thank in advance.
> > Elena
>
> If C is actually 69x69, then A is NOT 70x2500
> as you claim. This is a 100% certainty. A lead
> pipe cinch.
>
> Check your matrix.
>
> John

It is all the day that I am checking! Unfortunately, it is true, and I do not understand how it is possible. Moreover, the size changes up to the trial: sometimes it is 70*70, sometimes it is 69*69.... Where is the problem? If I find it out I will let you know. Promise.
Cheers, Elena

Subject: About a strange result in matrix multiplication

From: Sebastiaan

Date: 13 Nov, 2009 13:52:03

Message: 4 of 4

If you are certain that A = 70x2500 and C=A*A' is 69x69, can you upload a .mat file with A somewhere?

Which Matlab version are you running? Which OS?

Sebastiaan

"elena Battini" <idilselin@yahoo.it> wrote in message <hdjnlg$ph4$1@fred.mathworks.com>...
> "John D'Errico" <woodchips@rochester.rr.com> wrote in message <hdjgmb$sre$1@fred.mathworks.com>...
> > "elena Battini" <idilselin@yahoo.it> wrote in message <hdjfvu$bi5$1@fred.mathworks.com>...
> > > Hi,
> > > I am multiplying 2 matrices of size A=70*2500 and A'=2500*70, actually, I am calculating the covariance matrix of A: C=A*A'. Due to some pre-processing step, I know that the rank of C will be 69 and not 70, but the surprise is that the dimension of C is 69*69 and not the expected 70*70. Why? How is it possible? I searched on the help of MATLAB but I could not find any solution.
> > > Thank in advance.
> > > Elena
> >
> > If C is actually 69x69, then A is NOT 70x2500
> > as you claim. This is a 100% certainty. A lead
> > pipe cinch.
> >
> > Check your matrix.
> >
> > John
>
> It is all the day that I am checking! Unfortunately, it is true, and I do not understand how it is possible. Moreover, the size changes up to the trial: sometimes it is 70*70, sometimes it is 69*69.... Where is the problem? If I find it out I will let you know. Promise.
> Cheers, Elena

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