Matrix eigenvectors in R and MatLab
Mikael -
The matrix PA9900 is not a symmetric matrix. Eigen() will
automatically detect this. help("eigen") says explicitly:
"For `eigen( , symmetric = FALSE)' the choice of length of
the eigenvectors is not defined by LINPACK. In all other
cases the vectors are normalized to unit length."
In the example you give, the eigenvectors from R are clearly
NOT normalized to unit length, while those from Matlab are.
Even after normalizing them, the R eigenvectors will differ
by order and sign from the Matlab ones. (Compare R column 3
with Matlab column 2.) Have to look at the EISPACK source
documentation to see whether it's returning right eigenvectors
or left eigenvectors for an asymmetric matix.
- tom blackwell - u michigan medical school - ann arbor -
On Thu, 3 Apr 2003, Mikael Niva wrote:
Dear R-listers
Is there anyone who knows why I get different eigenvectors when I run
MatLab and R? I run both programs in Windows Me. Can I make R to produce
the same vectors as MatLab?
#R Matrix
PA9900<-c(11/24 ,10/53 ,0/1 ,0/1 ,29/43 ,1/24 ,27/53 ,0/1 ,0/1 ,13/43
,14/24 ,178/53 ,146/244 ,17/23 ,15/43 ,2/24 ,4/53 ,0/1 ,2/23 ,2/43 ,4/24
,58/53 ,26/244 ,0/1 ,5/43)
#R-syntax
PA9900<-matrix(PA9900,nrow=5,byrow=T)
eigen(PA9900)
#R-output
$values
[1] 1.2352970 0.3901522 -0.2562860 0.2259411 0.1742592
$vectors
[,1] [,2] [,3] [,4] [,5]
[1,] -0.67795430 -1.70686496 -0.52613955 -8.675109 -0.8413826
[2,] -0.32621100 0.54611272 -0.21526356 -2.726193 -0.2876643
[3,] -2.83313878 -2.88801964 0.87388189 45.427935 4.5069361
[4,] -0.09857565 -0.33015962 0.09136359 -5.426254 -0.8201206
[5,] -0.68977432 0.01977374 0.61772506 3.751978 0.4348802
%Matlab Matrix
PA9900 =[11/24 10/53 0/1 0/1 29/43 ;1/24 27/53 0/1 0/1 13/43 ;14/24
178/53 146/244 17/23 15/43 ;2/24 4/53 0/1 2/23 2/43 ;4/24 58/53 26/244
0/1 5/43]
%MatLab-syntax
[wmat,dmat]=eig(mat)
%MatLab-output
wmat =
-0.2250 0.4330 -0.4998 -0.1795 -0.1854
-0.1083 0.1771 0.1599 -0.0614 -0.0583
-0.9403 -0.7191 -0.8457 0.9617 0.9708
-0.0327 -0.0752 -0.0967 -0.1750 -0.1160
-0.2289 -0.5083 0.0058 0.0928 0.0802
dmat =
1.2353 0 0 0 0
0 -0.2563 0 0 0
0 0 0.3902 0 0
0 0 0 0.1743 0
0 0 0 0 0.2259
Yours sincerely, Mikael Niva
********************************************
Mikael Niva
Avd. för Växtekologi, Dept. of Plant Ecology
EvolutionsBiologiskt Centrum, Uppsala Universitet
Villavägen 14
752 36 UPPSALA
E-post Mikael.Niva at EBC.UU.SE
Tel. +46 (0)18 471 28 65
Fax +46 (0)18 55 34 19