Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND = 2.947558e-19. what dose it mean

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Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND = 2.947558e-19.

Answers (1)

Walter Roberson
Walter Roberson on 15 Sep 2021
Edited: Walter Roberson on 15 Sep 2021
When the reciprocal condition number is very small, then the condition number is large.
"The condition number takes on values between 1 and infinity, inclusive, and can be viewed as a factor by which errors in solving linear systems with this matrix as coefficient matrix could be magnified. " (citation: https://stat.ethz.ch/R-manual/R-devel/library/Matrix/html/rcond.html )
rcond is a lower-accuracy method that computes 1/cond()
With your matrix, a single bit different in your coefficient would be multiplied by about 1/2.947558e-19 = 3.3E+18 during calculations, which is probably going to make the calculations useless.
Your matrix might be singular, or it might just be very badly scaled; check rank() of the matrix.

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