eigenvalue/eigenvector calculations
On Tue, 20 Apr 1999, Douglas Bates wrote:
I was cross-checking my results in R and came up with the following peculiar behaviour. If you use only.values = TRUE in eigen, you get noticeably different eigenvalues and I don't think it is just a matter of the ordering of the results. Their products are noticeably different. R : Copyright 1999, The R Development Core Team Version 0.64.0 (April 8, 1999)
That's the problem. On R : Copyright 1999, The R Development Core Team Version 0.64.0 Patched (unreleased snapshot) (April 19, 1999)
all(eigen(x,only.values=TRUE)$values == eigen(x)$values)
[1] TRUE
As the NEWS says:
BUG FIXES
o eigen() now should work (again) in all cases.
There is quite a long list of bug fixes in 0.64.0, so I recommend the
R-release version.
Brian
Brian D. Ripley, ripley@stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272860 (secr) Oxford OX1 3TG, UK Fax: +44 1865 272595 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-devel mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-devel-request@stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._