[R] The eigen function

Bill.Venables@csiro.au Bill.Venables at csiro.au
Tue Apr 26 01:06:34 CEST 2005


To me this is not at all surprising.

If you read the help info for eigen it says clearly that calculating the
eigenvectors is the slow part.  So it is entirely likely that completely
different algorithms will be used if you are asking for only the
eigenvalues, or if you are asking for both eigenvalues and eigenvectors.

At least that's what I would do...

(You should check what happens with EISPACK = TRUE as well, though.)

Bill Venables.

: -----Original Message-----
: From: r-help-bounces at stat.math.ethz.ch 
: [mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of 
: Louisell, Paul T.
: Sent: Tuesday, 26 April 2005 6:26 AM
: To: 'r-help at stat.math.ethz.ch'
: Subject: [R] The eigen function
: 
: 
: 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
: 
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