[R] eigenvalues of a circulant matrix
Robin Hankin
r.hankin at noc.soton.ac.uk
Tue May 3 10:05:22 CEST 2005
Hi everyone.
The following webpage gives a definition of circulant matrix, which
agrees with the
definition given in the magic package.
http://mathworld.wolfram.com/CirculantMatrix.html
best wishes
rksh
On May 3, 2005, at 08:06 am, Mulholland, Tom wrote:
> Well since I know nothing about this topic I have lurked so far, but
> here's my two bob's worth.
>
> Firstly I tried to make sense of Brian's initial reply. I have got no
> idea who Bellman is and you have not referenced (his/her) work in a
> way I can access the issues you refer to. So I assumed that's exactly
> what Brian was talking about.
>
> Secondly.
>
> toeplitz(1:4)
> [,1] [,2] [,3] [,4]
> [1,] 1 2 3 4
> [2,] 2 1 2 3
> [3,] 3 2 1 2
> [4,] 4 3 2 1
>
> require(magic)
> circulant(4)
> [,1] [,2] [,3] [,4]
> [1,] 1 2 3 4
> [2,] 4 1 2 3
> [3,] 3 4 1 2
> [4,] 2 3 4 1
>
> So they are obviously two different things. Although I think you may
> have implied (not stated) that the particular combination you were
> using resulted in both being exactly the same.
>
> It does appear as if in this case the (X) matrix is circulant. But
> then I'm no expert in even such simple things.
>
> Then I had no idea where I was going. So I tried the variations in
> eigen.
>
> I ran you code
> x<-scan("h:/t.txt")
> y<-x[c(109:216,1:108)]
> X<-toeplitz(y)
> and then
>
>> X[is.na(X)]
> numeric(0)
>
> So I didn't get any NAs
>
> t1 <- eigen(X)$vectors
> t2 <- eigen(X,symmetric = TRUE)$vectors
>> identical(t1,t2)
> [1] TRUE
>>
>
> Then
>
> t2 <- eigen(X,symmetric = TRUE,EISPACK = TRUE)$vectors
>> identical(t1,t2)
> [1] FALSE
>>
>
> So there'e obviously more than one way of getting the vectors. Does
> the second one make more sense to you?
>
> I also noticed in the eigen help that there are references to issues
> such as "IEEE 754 arithmetic","(They may also differ between methods
> and between platforms.)" and "or Hermitian if complex". All of these
> are out of my competence but they do signal to me that there are
> issues which may relate to hardware, digital arithmetic and other
> things of that ilk.
>
> I added the comment about complex because I have a vague idea that
> they are related to imaginary parts that you refer to.
>
> So not coming to any conclusion that makes sense to me, and given that
> there are often threads about supposed inaccuracies that have answers
> such as the digits you see are not always what are held by the machine
> I set my options(digits = 22) and noticed that some of the numbers are
> still going at the 22 decimal place suggesting that the machine might
> be incapable of producing perfectly accurate results using digital
> arithmetic.
>
> My other big sphere of ignorance is complex numbers.
>
> So I tried
> X<-toeplitz(complex(real = y))
> t1 <- eigen(X)$vectors
>
>> t1[1:20]
> [1] 0.068041577278880341+0i -0.068041577140546913+0i
> 0.068041576864811659+0i -0.068041576452430155+0i
> [5] 0.068041575907139579+0i -0.068041575231135451+0i
> 0.068041574435267163+0i -0.068041573525828514+0i
> [9] 0.068041572538722991+0i -0.068041571498323253+0i
> 0.068041570619888622+0i -0.068041570256170081+0i
> [13] 0.068041568759931989+0i -0.068041566476633147+0i
> 0.068041563560502477+0i -0.068041560000305007+0i
> [17] 0.068041555538765813+0i -0.068041549792984865+0i
> 0.068041544123969511+0i -0.068041537810956801+0i
>> t2[1:20]
> [1] 0.068041381743976906 -0.068041381743976850 0.068041381743976781
> -0.068041381743976753 0.068041381743976587
> [6] -0.068041381743976725 0.068041381743976920 -0.068041381743976836
> 0.068041381743976892 -0.068041381743976781
> [11] 0.068041381743976781 -0.068041381743977392 0.068041381743976725
> -0.068041381743976753 0.068041381743976753
> [16] -0.068041381743976698 0.068041381743976587 -0.068041381743976642
> 0.068041381743976698 -0.068041381743976490
>>
>
>
> Which is again different. I have no idea what I'm doing but you do
> seem to get slightly different answers depending upon which method you
> use. I do not know if one is superior to the others or where one draws
> the line in terms of accuracy.
>
> Tom
>
>> -----Original Message-----
>> From: r-help-bounces at stat.math.ethz.ch
>> [mailto:r-help-bounces at stat.math.ethz.ch]On Behalf Of Globe Trotter
>> Sent: Tuesday, 3 May 2005 10:51 AM
>> To: r-help at stat.math.ethz.ch
>> Subject: Re: [R] eigenvalues of a circulant matrix
>>
>>
>> OK, here we go:
>>
>> I am submitting two attachments. The first is the datafile
>> called kinv used to
>> create my circulant matrix, using the following commands:
>>
>>
>> x<-scan("kinv")
>> y<-x[c(109:1,0:108)]
>> X=toeplitz(y)
>> eigen(X)
>> write(X,ncol=216,file="test.dat")
>>
>> reports the following columns full of NaN's: 18, 58, 194,
>> 200. (Note that
>> eigen(X,symmetric=T) makes no difference and I get the same as above).
>>
>> The second attachment contains only the eigenvectors obtained
>> on calling a
>> LAPACK routine directly (from C). The eigenvalues are
>> essentially the same as
>> that obtained using R. Here, I use the LAPACK-recommended
>> double precision
>> routine dspevd() routine for symmetric matrices in packed
>> storage format. Note
>> the absence of the NaN's....I would be happy to send my C
>> programs to whoever
>> is interested.
>>
>> I am using
>>
>> :~> uname -a
>> Linux 2.6.11-1.14_FC3 #1 Thu Apr 7 19:23:49 EDT 2005 i686
>> i686 i386 GNU/Linux
>>
>> and R.2.0.1.
>>
>> Many thanks and best wishes!
>>
>> ______________________________________________
>> R-help at stat.math.ethz.ch mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-help
>> PLEASE do read the posting guide!
> http://www.R-project.org/posting-guide.html
>
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide!
> http://www.R-project.org/posting-guide.html
>
>
--
Robin Hankin
Uncertainty Analyst
Southampton Oceanography Centre
European Way, Southampton SO14 3ZH, UK
tel 023-8059-7743
More information about the R-help
mailing list