eigenvalues of a circulant matrix

Well since I know nothing about this topic I have lurked so far, but 
here's my two bob's worth.

Firstly I tried to make sense of Brian's initial reply. I have got no 
idea who Bellman is and you have not referenced (his/her) work in a 
way I can access the issues you refer to. So I assumed that's exactly 
what Brian was talking about.

Secondly.

toeplitz(1:4)
     [,1] [,2] [,3] [,4]
[1,]    1    2    3    4
[2,]    2    1    2    3
[3,]    3    2    1    2
[4,]    4    3    2    1

require(magic)
 circulant(4)
     [,1] [,2] [,3] [,4]
[1,]    1    2    3    4
[2,]    4    1    2    3
[3,]    3    4    1    2
[4,]    2    3    4    1

So they are obviously two different things. Although I think you may 
have implied (not stated) that the particular combination you were 
using resulted in both being exactly the same.

It does appear as if in this case the (X) matrix is circulant. But 
then I'm no expert in even such simple things.

Then I had no idea where I was going. So I tried the variations in 
eigen.

I ran you code
x<-scan("h:/t.txt")
y<-x[c(109:216,1:108)]
X<-toeplitz(y)
 and then

X[is.na(X)]

numeric(0)

So I didn't get any NAs

t1 <- eigen(X)$vectors
t2 <- eigen(X,symmetric = TRUE)$vectors

identical(t1,t2)

[1] TRUE

Then

t2 <- eigen(X,symmetric = TRUE,EISPACK = TRUE)$vectors

identical(t1,t2)

[1] FALSE

So there'e obviously more than one way of getting the vectors. Does 
the second one make more sense to you?

I also noticed in the eigen help that there are references to issues 
such as "IEEE 754 arithmetic","(They may also differ between methods 
and between platforms.)" and "or Hermitian if complex". All of these 
are out of my competence but they do signal to me that there are 
issues which may relate to hardware, digital arithmetic and other 
things of that ilk.

I added the comment about complex because I have a vague idea that 
they are related to imaginary parts that you refer to.

So not coming to any conclusion that makes sense to me, and given that 
there are often threads about supposed inaccuracies that have answers 
such as the digits you see are not always what are held by the machine 
I set my options(digits = 22) and noticed that some of the numbers are 
still going at the 22 decimal place suggesting that the machine might 
be incapable of producing perfectly accurate results using digital 
arithmetic.

My other big sphere of ignorance is complex numbers.

So I tried
X<-toeplitz(complex(real = y))
t1 <- eigen(X)$vectors

t1[1:20]

 [1]  0.068041577278880341+0i -0.068041577140546913+0i  
0.068041576864811659+0i -0.068041576452430155+0i
 [5]  0.068041575907139579+0i -0.068041575231135451+0i  
0.068041574435267163+0i -0.068041573525828514+0i
 [9]  0.068041572538722991+0i -0.068041571498323253+0i  
0.068041570619888622+0i -0.068041570256170081+0i
[13]  0.068041568759931989+0i -0.068041566476633147+0i  
0.068041563560502477+0i -0.068041560000305007+0i
[17]  0.068041555538765813+0i -0.068041549792984865+0i  
0.068041544123969511+0i -0.068041537810956801+0i

t2[1:20]

 [1]  0.068041381743976906 -0.068041381743976850  0.068041381743976781 
-0.068041381743976753  0.068041381743976587
 [6] -0.068041381743976725  0.068041381743976920 -0.068041381743976836 
 0.068041381743976892 -0.068041381743976781
[11]  0.068041381743976781 -0.068041381743977392  0.068041381743976725 
-0.068041381743976753  0.068041381743976753
[16] -0.068041381743976698  0.068041381743976587 -0.068041381743976642 
 0.068041381743976698 -0.068041381743976490

Which is again different. I have no idea what I'm doing but you do 
seem to get slightly different answers depending upon which method you 
use. I do not know if one is superior to the others or where one draws 
the line in terms of accuracy.

Tom

-----Original Message-----
From: r-help-bounces at stat.math.ethz.ch
[mailto:r-help-bounces at stat.math.ethz.ch]On Behalf Of Globe Trotter
Sent: Tuesday, 3 May 2005 10:51 AM
To: r-help at stat.math.ethz.ch
Subject: Re: [R] eigenvalues of a circulant matrix


OK, here we go:

I am submitting two attachments. The first is the datafile
called kinv used to
create my circulant matrix, using the following commands:


x<-scan("kinv")
y<-x[c(109:1,0:108)]
X=toeplitz(y)
eigen(X)
write(X,ncol=216,file="test.dat")

reports the following columns full of NaN's: 18, 58, 194,
200. (Note that
eigen(X,symmetric=T) makes no difference and I get the same as above).

The second attachment contains only the eigenvectors obtained
on calling a
LAPACK routine directly (from C). The eigenvalues are
essentially the same as
that obtained using R. Here, I use the LAPACK-recommended
double precision
routine dspevd() routine for symmetric matrices in packed
storage format. Note
the absence of the NaN's....I would be happy to send my C
programs to whoever
is interested.

I am using

:~> uname -a
Linux 2.6.11-1.14_FC3 #1 Thu Apr 7 19:23:49 EDT 2005 i686
i686 i386 GNU/Linux

and R.2.0.1.

Many thanks and best wishes!