Ang. Re: [Gretl-users] Check for idempotent matrix in gretl

[andreas.karlsson at ltv.se]

> On Fri, April 13, 2007 23:17, Riccardo (Jack) Lucchetti wrote:

[...]

> Thinking a bit more about it, I thought it would be way more economical,
> from a computational viewpoint, to decide whether a matrix is idempotent
> or not simply by a multiplication check, because matrix multiplication is
> much cheaper than the eigenproblem. But, may I ask what this check is
> for?

Idempotent matrices play an essential role for the conditions under which a
quadratic form in normal variates has a chisquared distribution. See
Chapter 10.4 in James R. Schott (2005), Matrix Analysis for Statistics,
2nd. ed. Hoboken, NJ: Wiley.

On checking the idempoteny, I just thought of using a multiplication check.

Best regards,
Andreas