spectral-decomposition

I try to make the spectral decomposition
for the following matrix by utilising the
function eigen.

  0.4015427  0.08903581 -0.2304132
  0.08903581 1.60844812  0.9061157
-0.23041322 0.9061157   2.9692562

When checking the result I was not able
to produce the original matrix by using
the decomposition. It also appears that
the product T'T, where T is a matrix of
eigenvectors, is not an identity matrix.

- I think that a couple of people have reported problems with eigen, that
were actually traceable to their BLAS, but I can't now find the messages
in the archive, so I may be mis-remembering.

There was a problem at one time with AIX systems, apparently due to
C/Fortran compatibility issues.  I think it has been resolved, though we
have only tested a few C/Fortran compiler combinations.

	-thomas

Thomas Lumley			Asst. Professor, Biostatistics
tlumley at u.washington.edu	University of Washington, Seattle

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