[Rd] eigen returns NAs from a real matrix

[Martin Maechler]

>>>>> "BDR" == Prof Brian Ripley <ripley at stats.ox.ac.uk>
>>>>>     on Sun, 18 Mar 2007 06:51:58 +0000 (GMT) writes:

    BDR> On Sat, 17 Mar 2007, Spencer Graves wrote:
    >> Hi, All:
    >> Attached please find a symmetric, indefinite matrix for which 
    >> 'eigen(...)$vectors' included NAs: 
    >>> load("eigenBug.Rdata")
    >>> sum(is.na(eigen(eigenBug)$vectors))
    >> [1] 5670
    >>> sessioninfo()
    >> Error: could not find function "sessioninfo"
    >>> sessionInfo()
    >> R version 2.4.1 (2006-12-18)
    >> i386-pc-mingw32
    >> 
    >> locale:
    >> LC_COLLATE=English_United States.1252;LC_CTYPE=English_United 
    >> States.1252;LC_MONETARY=English_United 
    >> States.1252;LC_NUMERIC=C;LC_TIME=English_United States.1252
    >> 
    >> attached base packages:
    >> [1] "stats"     "graphics"  "grDevices" "utils"     "datasets"  "methods" [7] 
    >> "base"
    >> Using EISPACK does NOT return NAs: > sum(is.na(eigen(eigenBug, 
    >> EISPACK=TRUE)$vectors))
    >> [1] 0
    >> 
    >> 
    >> I traced the problem to the following line in 'eigen':
    >> z <- if (!complex.x)
    >> .Call("La_rs", x, only.values, PACKAGE = "base")
    >> 
    >> 
    >> Comments?

    BDR> Nothing appeared as an attachment.

it was a zip file which is not among the allowed ones
(.tar.gz / *.tgz  would work).

Spencer has also contacted me in private,
so you now can use something like :

  F <- tempfile()
  download.file("ftp://stat.ethz.ch/U/maechler/R/eigenBug.Rdata", F)
  load(F)
  str(eigenBug)# tons of dinames; get rid of them:
  M <- unname(eigenBug)

  sum(is.na(eigen(M)$vectors))
  # 0 (for MM, on Linux);  '5670' for Spencer
  sum(is.na(eigen(M, EISPACK=TRUE)$vectors))
  # 0

  ## Guess about what kind of BLAS/Lapack I'm using :
  file.info(list.files(R.home("lib"), full=TRUE))[,1:3]
  ##                                        size isdir mode
  ## ....64-linux-inst/lib/libRblas.so    422558 FALSE  755
  ## ....64-linux-inst/lib/libRlapack.so 3144596 FALSE  755


I.e. I don't get any NA's
which shows to me that the bug is most probably in the Lapack -
Version that Spencer's version of R is linked against.

Martin Maechler, ETH Zurich