Inverse iteration for eigenvectors fails

[arindam1984]

Hello,

I am using the Principal Component node in SAS Miner for variable reduction. For a subset of the data, I am getting "Inverse iteration for eigenvectors fails" error. The data has about 800 columns and 3314 rows.

The Principal Component node runs fine when I run it with 16053 rows and 800 columns. In this 16053 rows, the previous 3314 rows is also included.

Is there a way to get past this error?

Thanks

Arindam

[Rick_SAS]

Do you have lots of missing values in the data? If so, the algorithm might be dropping the missing cases and you are ending up with fewer (valid) rows than columns. Try performing listwise deletion on the 3314 rows so that you keep only the complete cases. Are there more than 800 complete cases?

[PaigeMiller]

But PCA should work just fine with fewer rows than columns (unless there's something about the way it is implemented in EM)

[Rick_SAS]

@PaigeMiller is correct. Sorry for the confusion.

[arindam1984]

It must be due to some nature of the data in play at the time of matrix inversion. If I take out a further section of my original data then PC node works. So it is definately not failing due to the amount of records, more like the relationship between the records at the time of PC derivation. So even if a PC calculation of 1000 records can fail, but a subset of the same records may not fail. Similarly if the 1000 records are included in a dataset of 2000 records, then also it may not fail.