[R] eigenvalues of a circulant matrix
Huntsinger, Reid
reid_huntsinger at merck.com
Tue May 3 16:25:07 CEST 2005
How was your R 2.0.1 built? Which Lapack did it link to, and which one does
it load? Which BLAS? Is the BLAS threaded? Does it link to the optimized
pthreads library? Etc. (I'm not a Fedora Core 3 user so I'm not sure what
the default setup is, and of course I don't know if that's what you have.)
As I pointed out in my previous post, in eigen() the matrix is "inspected
for symmetry" so symmetric=TRUE is the same as not specifying this at all.
You could try symmetric=FALSE...
Reid Huntsinger
-----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: Monday, May 02, 2005 10:51 PM
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!
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