[R] Problem with eigen() and LAPACK
Douglas Bates
bates at stat.wisc.edu
Fri Apr 18 19:05:35 CEST 2003
Dirk Eddelbuettel <edd at debian.org> writes:
> Hi Hans,
>
> On Fri, Apr 18, 2003 at 11:55:33AM -0400, Hans Gardfjell wrote:
> > Hi all,
> >
> > when testing the new improvements in the new 1.7.0-version I stumbled
> > over the following:
> >
> > >eigen(matrix(c(0,.3,2,.9),2,2))
> > Error in eigen(matrix(c(0,.3,2,.9),2,2)) :
> > LAPACK routine DGEEV gave error code -13
> >
> >
> > >eigen(matrix(c(0,.3,2,.9),2,2),EISPACK=TRUE)
> > $values
> > [1] 1.3458236 -0.4458236
> >
> > $vectors
> > [,1] [,2]
> > [1,] -1.1436890 -0.9760443
> > [2,] -0.7696018 0.2175718
> >
> >
> > My R-version
> > [1] "R version 1.7.0, 2003-04-16", running on Debian PC.
>
> Am I correct in assumimg that you are using Debian 3.0 aka "stable",
> along with the R 1.7.0 package from CRAN?
>
> The example above works fine for me on Debian "testing". R on testing was
> built using the (almost) identical configuration at compile-time (gcc 3.0
> and tcl/tk 8.3 on stable; 3.2 and 8.4 on testing) and the difference should
> therefore be attributable to the libraries and compilers used, which are,
> generally speaking, up to a year more recent on testing.
>
> > Anyone who has a clue why LAPACK refuses to solve the eigenvalues?
>
> I suspect an problem with the LAPACK libs on the stable release. Matthias
> Burger reported a similar problem. We may just have to configure R to not
> use Lapack on that older platform unless we find a way to tame this.
On a Debian stable machine (the one where the packages for Debian
stable were built) I don't get a problem
> eigen(matrix(c(0,.3,2,.9),2,2))
$values
[1] 1.3458236 -0.4458236
$vectors
[,1] [,2]
[1,] -0.8296512 -0.9760443
[2,] -0.5582821 0.2175718
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