[R] eigen vector sign reversal
Martin Maechler
maechler at stat.math.ethz.ch
Wed Jul 16 09:21:56 CEST 2003
>>>>> "Roger" == Roger D Peng <rpeng at stat.ucla.edu>
>>>>> on Tue, 15 Jul 2003 10:19:38 -0700 writes:
Roger> I think at version 1.7.0 R started using LAPACK for
Roger> its eigen/svd routines. I think using `eigen(x,
Roger> EISPACK = TRUE)' uses the previous version.
Yes (2 x).
But it the eigen vectors *are* determined only upto
multiplication with +/- 1.
So I think Karim should consider improving the R scripts that
have been dependent on particular signs of the eigen vectors.
Roger> Karim Elsawy wrote:
>> I've just installed R 1.7.1 under linux red hat I noticed
>> sign reversal of eigen vectors ,some of them not all,
>> upon using diag function relative to those obtained using
>> R 1.4.1 this is gonna miss up lots of my previous scripts
>> I wonder if there is a way to avoid this. best regards
>> karim
Martin Maechler <maechler at stat.math.ethz.ch> http://stat.ethz.ch/~maechler/
Seminar fuer Statistik, ETH-Zentrum LEO C16 Leonhardstr. 27
ETH (Federal Inst. Technology) 8092 Zurich SWITZERLAND
phone: x-41-1-632-3408 fax: ...-1228 <><
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