MATLAB: Obtaining a wrong matrix size

codematrixsizesnonmatchingresults

I would like to know why I am obtaining as a result in this code, a matrix (15×1) and not a number. I am computing a test statistics equation that involves matrices products, so I am multiplying this matrix sizes:

((1×15)*(15×15)*(15×1))X((1×15)*(15×15)*(15×1))^2

I guess I am supposed to achieve a number, from this matrices products, but as I have said, MATLAB returns me as a solution of this equation a 15×1 matrix. Otherwise, at the end I have put the command size(T), to know the matrix size of T, and it returns me that is a 1×1 matrix (a number). Does anybody know why this two things doesn't match?

Following, here is my MATLAB code attached if you want to take a look at it

Best Answer

It is difficult to read your code and I can’t run it. I ran a simulation of the matrix operation you describe, and got a scalar result as expected.

I suggest you check the sizes of the matrices in your equation. One of your vectors may actually be a matrix.

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MATLAB: Incosistent matrix multiplication and probelm with covarince matrix

The really best solution would be to get rid of redundant rows of J (because why would you want the covariance of redundant variables?), so that S will be strictly positive definite. Using the attached file,

Jr=licols(J')';
S=Jr*C*Jr';
S=(S+S')/2;

Now, even small floating point errors shouldn't produce negative eigenvalues since they are strictly bounded away from zero.

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nchoosek is your friend:

combinations = nchoosek(1:size(Fk, 2), 2); 
for combination = combinations'
  var1 = Fk(:, combination(1));
  var2 = Fk(:, combination(2));
  %do something with var1 and var2
end

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MATLAB: Incosistent matrix multiplication and probelm with covarince matrix

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