[R] buggy eigen function

[Chong Gu]

It was a real surprise, but a student in my class found that the
function eigen is buggy.  He traced to the problem from his inability
of getting principal component analysis to work on his data.

Chong Gu


Here is a matrix I generated through X'X, where X is 2x3.

> jj
           [,1]      [,2]       [,3]
[1,]  0.8288469 -1.269783 -0.7533517
[2,] -1.2697829  2.162132  2.0262917
[3,] -0.7533517  2.026292  4.1927134


Here are the 0.90.1 eigen results.

> eigen(jj)
$values
[1]  3.06206547  0.20492432 -0.04955518

$vectors
           [,1]        [,2]        [,3]
[1,] -0.2316032  0.05778620  0.06998513
[2,]  0.4932735 -0.04951172  0.06919350
[3,]  0.8489300  0.06527175 -0.01966568


Here are the 1.0.0 eigen results.

> eigen(jj)
$values
[1]  2.765885782  0.008839573 -0.122630879

$vectors
           [,1]       [,2]       [,3]
[1,] -0.2236327  0.6670340  0.7106715
[2,]  0.4693452 -0.5653355  0.6783147
[3,]  0.8542268  0.4852437 -0.1866417
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