[R] The eigen function

[Louisell, Paul T.]

I'm using R version 2.0.1 on a Windows 2000 operating system. Here is some
actual code I executed:

> test
     [,1] [,2]
[1,] 1000  500
[2,]  500  250
> eigen(test, symmetric=T)$values
[1]  1.250000e+03 -3.153033e-15
> eigen(test, symmetric=T)$values[2] >= 0
[1] FALSE
> eigen(test, symmetric=T, only.values=T)$values
[1] 1250    0
> eigen(test, symmetric=T, only.values=T)$values[2] >= 0
[1] TRUE

I'm wondering why the 'eigen' function is returning different values
depending on whether the parameter only.values=T. This is probably some
numerical quirk of the code; it must do things differently when it has to
compute eigenvectors than it does when only computing eigenvalues. It's
easily checked that the exact eigenvalues are 1250 and 0. Can one of the
developers tell me whether this should be regarded as a bug or not?

Thanks,

Paul Louisell
Pratt & Whitney
Statistician
TechNet: 435-5417
e-mail: paul.louisell at pw.utc.com