[R] Q: Problems with eigen() vs. svd()

[Marcel Wolbers]

Hi 

No problem with eigen (also in the asymmetric case, unless you set the
option symmetric=T for an asymmetric matrix) or svd. I think your problem
is here:

> Pi2<-Pi %*% t(Pi) #that means Pi2 is symmetric and the eigenvalues should
		    #be the  squared eigenvalues of Pi

This not true generally but only for symmetric Pi (i.e. Pi=t(Pi))

Yours
Marcel

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