[R] understanding eigen(): getting non-normalized eigenvectors
Christoph Lehmann
lehmann at puk.unibe.ch
Mon Jun 9 23:30:38 CEST 2003
Hi, dear R pros
I try to understand eigen(). I have seen, that eigen() gives the
eigenvectors normalized to unit length.
What shall I do to get the eigenvectors not normalized to unit length?
E.g. take the example:
A
[,1] [,2]
V1 0.7714286 -0.2571429
V2 -0.4224490 0.1408163
Calculating eigen(A) "by hand" gives the eigenvectors (example from
Backhaus, multivariate analysis):
0.77143 and 0.25714
-0.42245 0.14082
but even eigen(solve(Derror)%*%Dtreat, symmetric = FALSE, EISPACK =TRUE)
which according to ?eigen should not necessarily give the normalized
eigenvectors give the vectors (such as eigen()):
$vectors
[,1] [,2]
[1,] 0.8770963 0.3162278
[2,] -0.4803146 0.9486833
-> how can I replicate the result we get "by hand" (I ask because for
students it is "nice" to see the same results with R as the results
written in textbooks, derived "manually"?
Thanks a lot
Christoph
--
Christoph Lehmann <lehmann at puk.unibe.ch>
University Hospital of Clinical Psychiatry
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