eigen of a real pd symmetric matrix gives NaNs in $vector (PR#7987)
Full_Name: cajo ter Braak Version: 2.1.1 OS: Windows Submission from: (NULL) (137.224.10.105) # I would like to attach the matrix C in the Rdata file; it is 50x50 and comes from a geostatistical problem (spherical covariogram)
rm(list=ls(all=TRUE)) load(file= "test.eigen.Rdata") ls()
[1] "C" "eW"
sym.check = max(abs(C - t(C))) # should be 0 for symmetry sym.check
[1] 0
eW <-eigen(C, symmetric = TRUE) l_eW <- eW$values print(eW$values)
[1] 4.5730646 4.5730646 3.3066738 3.3066738 3.3066738 3.3066738 2.3935268 [8] 2.3935268 1.9367508 1.9367508 1.9347787 1.9347787 1.4276845 1.4276845 [15] 1.4276845 1.4276845 0.9858318 0.9858318 0.9858318 0.9858318 0.9123115 [22] 0.9123115 0.7945283 0.7945283 0.7880493 0.7880493 0.6047920 0.6047920 [29] 0.6047920 0.6047920 0.5689609 0.5689609 0.5681210 0.5681210 0.5440676 [36] 0.5440676 0.5440676 0.5440676 0.5224040 0.5224040 0.5139844 0.5139844 [43] 0.5077485 0.5077485 0.5008249 0.5008249 0.5008249 0.5008249 0.4960220 [50] 0.4960220
#print(eW$vector) #library(MASS) #n = nrow(C) #y = runif(n) #lm1 = lm.gls(y~1, W = C) #summary(lm1) eW <-eigen(C, symmetric = TRUE) l_eW <- eW$values # the thirdteens eigenvector contrains NaN print(eW$values)
[1] 4.5730646 4.5730646 3.3066738 3.3066738 3.3066738 3.3066738 2.3935268 [8] 2.3935268 1.9367508 1.9367508 1.9347787 1.9347787 1.4276845 1.4276845 [15] 1.4276845 1.4276845 0.9858318 0.9858318 0.9858318 0.9858318 0.9123115 [22] 0.9123115 0.7945283 0.7945283 0.7880493 0.7880493 0.6047920 0.6047920 [29] 0.6047920 0.6047920 0.5689609 0.5689609 0.5681210 0.5681210 0.5440676 [36] 0.5440676 0.5440676 0.5440676 0.5224040 0.5224040 0.5139844 0.5139844 [43] 0.5077485 0.5077485 0.5008249 0.5008249 0.5008249 0.5008249 0.4960220 [50] 0.4960220
print(eW$vector[,13])
[1] 0 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN [20] NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN [39] NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN