Skip to content

eigen value decomposition in RcppArmadillo

2 messages · Kevin Dhingra

Kevin Dhingra
# 
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
Kevin Dhingra
# 
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: