[R] eigen() may fail for some symmetric matrices, affects mvrnorm()

Jouni Kerman jpk2005 at columbia.edu
Sun May 1 16:27:45 CEST 2005

Hi all,

Professor Ripley is right. This problem does not affect newer versions 
of mvrnorm. We had an older version of mvrnorm which did not set 
EISPACK=TRUE as it should. Sorry for the confusion. Thank you for the 

Jouni Kerman

On May 1, 2005, at 6:08 AM, Prof Brian Ripley <ripley at stats.ox.ac.uk> 
> mvrnorm() uses EISPACK=TRUE and always has done, explicitly since there
> was such an argument to eigen() (since 15 Jan 2003: the argument was
> introduced in R 1.7.0 in April 2003).  Just take a look at the code.

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