Fwd: Re: [R] eigenvalues of a circulant matrix

[Globe Trotter]

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

> I think we need to make clear that eigen() by default relies on LAPACK 
> routines and they in turn rely on BLAS routines.  We have seen several 
> instances in which LAPACK/BLAS return NaNs when they should not, but all 
> that I am aware of are when (broken) external libraries were used.
> 
> So the occurrence of NaNs should lead you to question other aspects of 
> your computational environment.  If you have such a broken environment,
> calling eigen(EISPACK=TRUE) may be a palliative, but it is better to track 
> the problem down.
>

Dear Professor Ripley,

Very interesting! eigen(EISPACK=TRUE) indeed does not return NaN's. So, you
think my system is broken? How would anyone figure this out? However, why does
my C program work fine, using the same LAPACK? (I must say that LAPACK was
broken for a while on Fedora Core 3 -- when it was released, as documented on
bugzilla, but a recompile with a fortran option supposedly took care of it.)

Many thanks and best wishes!