[R] weird behaviour of eigen() (actual example)

Peter Dalgaard p.dalgaard at biostat.ku.dk
Mon Nov 10 11:40:33 CET 2003

Prof Brian Ripley <ripley at stats.ox.ac.uk> writes:

> That is not a symmetric matrix so the eigenvalues are potentially complex 
> and are sorted by modulus.  There's an ambiguity in the description for 
> that case.

Ah-ha! Thanks, Brian. 

I wonder if we should switch to sorting by absolute value in the real
case too, for consistency, and maybe also to avoid silly mistakes
caused by people expecting that the first/last eigenvalues are the
important ones.

   O__  ---- Peter Dalgaard             Blegdamsvej 3  
  c/ /'_ --- Dept. of Biostatistics     2200 Cph. N   
 (*) \(*) -- University of Copenhagen   Denmark      Ph: (+45) 35327918
~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk)             FAX: (+45) 35327907

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