[R] eigenvalues of a circulant matrix

Globe Trotter itsme_410 at yahoo.com
Tue May 3 18:21:26 CEST 2005


The R was downloaded in binary form (Fedora Core 3 RPM) from a CRAN mirror. I
do not know which LAPACK it links to, but the only LAPACK on my machine is
lapack-3.0-28 (RPM installation). How does one figure out which BLAS or whether
it is threaded?

Many thanks and best wishes!

--- "Huntsinger, Reid" <reid_huntsinger at merck.com> wrote:
> 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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