eigen value decomposition in RcppArmadillo
Hi all, Apologize for a bug in my reproducible example, I forgot to do add the transpose of x to the matrix x in order to make it symmetric. Also I found out using - *eigs_sim(eigval, eigvec, X, k) *and returning eigval and eigvec can return other components too. Thank you and even though its 230 on a Friday afternoon, I hope I did not end up wasting anybody's time. On Fri, Jul 7, 2017 at 12:56 PM, Kevin Dhingra <
kevin.dhingra at appliedacademics.com> wrote:
Hi all,
I am trying to use the eigs_sym function from the Armadillo library, which
is basically a counterpart to the eigs_sym function from the rARPACK R
package that helps find a specified number of eigenvalues/vectors for a
square matrix.
I have a couple of questions -
1. I am only able to return the eigen values and not the eigen vector from
the armadillo implementation. Not sure if i need to return a different type
in order for the output to contain both the values and vector?
2. My understanding is that I am using the same input parameters but still
unable to replicate the results from the two implementations, even for the
eigen values that gets outputted from eigs_symC function in the example
below
Reproducible example -
#include <RcppArmadillo.h>
using namespace arma;
// [[Rcpp::export]]
mat eigs_symC(mat X, int k){
sp_mat X2 = sp_mat(X);
mat res = eigs_sym(X2, k);
return res;
}
/*** R
x = matrix(rnorm(100), 10, 10)
rARPACK::eigs_sym(x, 5);
eigs_symC(x, 5);
*/
Due to my limited exposure with this particular R package itself, I am
unable to figure out the best way to go about tracking down this mismatch.
Any help would be much appreciated
Thank you
--
Kshitij Dhingra
Applied Academics LLC
Office: +1.917.262.0516 <(917)%20262-0516>
Mobile: +1.206.696.5945 <(206)%20696-5945>
Email: kshitij.dhingra at appliedacademics.com
Website: http://www.AppliedAcademics.com
Kshitij Dhingra Applied Academics LLC Office: +1.917.262.0516 Mobile: +1.206.696.5945 Email: kshitij.dhingra at appliedacademics.com Website: http://www.AppliedAcademics.com [[alternative HTML version deleted]]