Solve an ordinary or generalized eigenvalue problem in R?
On 21-04-2012, at 20:20, peter dalgaard wrote:
The eigenvalues are identical upto the printed 9 digits but the eigenvectors appear to be quite different. Maybe this is what Luke meant. Berend
They look quite similar to me:
ev <- eigen(solve(B,A) )$vectors ge <- geigen(A, B, TRUE , TRUE) ev / ge$vl
[,1] [,2] [,3] [1,] 0.9324603 0.813422 -0.7423694 [2,] 0.9324603 0.813422 -0.7423694 [3,] 0.9324603 0.813422 -0.7423694
ev / ge$vr
[,1] [,2] [,3] [1,] 0.9324603 0.813422 -0.7423694 [2,] 0.9324603 0.813422 -0.7423694 [3,] 0.9324603 0.813422 -0.7423694 (and of course, eigenvectors of any sort are only defined up to a constant multiplier)
Correct. I should have checked your way and not optically. Berend