eigenvalue/eigenvector calculations
Prof Brian D Ripley
ripley@stats.ox.ac.uk
Tue, 20 Apr 1999 19:17:07 +0100 (BST)
On Tue, 20 Apr 1999, Douglas Bates wrote:
> I was cross-checking my results in R and came up with the following
> peculiar behaviour. If you use only.values = TRUE in eigen, you get
> noticeably different eigenvalues and I don't think it is just a matter
> of the ordering of the results. Their products are noticeably
> different.
>
> R : Copyright 1999, The R Development Core Team
> Version 0.64.0 (April 8, 1999)
>
That's the problem. On
R : Copyright 1999, The R Development Core Team
Version 0.64.0 Patched (unreleased snapshot) (April 19, 1999)
> all(eigen(x,only.values=TRUE)$values == eigen(x)$values)
[1] TRUE
As the NEWS says:
BUG FIXES
o eigen() now should work (again) in all cases.
There is quite a long list of bug fixes in 0.64.0, so I recommend the
R-release version.
Brian
--
Brian D. Ripley, ripley@stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272860 (secr)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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