[R] buggy eigen function

Chong Gu chong at stat.purdue.edu
Tue Mar 21 20:42:57 CET 2000


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
-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !)  To: r-help-request at stat.math.ethz.ch
_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._



More information about the R-help mailing list