[R] eigenvalues of a circulant matrix

[Globe Trotter]

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

> Under Linux run "ldd" on the binary to see what shared libraries the binary
> has been linked against and will attempt to load. The command you run is a
> shell script which sets and exports LD_LIBRARY_PATH and then runs R, so to
> be sure first start R and execute
> 
> > system("echo $LD_LIBRARY_PATH")

/usr/lib/R/lib:/usr/local/lib:/usr/X11R6/lib:/usr/local/lib


> 
> and then using this value for LD_LIBRARY_PATH do
> 
> $ export LD_LIBRARY_PATH=<R's value for this>

I use tcsh, so had to switch to bash to use export....

> $ ldd `R RHOME`/bin/exec/R

 
        libblas.so.3 => /usr/lib/libblas.so.3 (0x00995000)
        libg2c.so.0 => /usr/lib/libg2c.so.0 (0x0068f000)
        libm.so.6 => /lib/tls/libm.so.6 (0x00664000)
        libgcc_s.so.1 => /lib/libgcc_s.so.1 (0x00dd1000)
        libreadline.so.4 => /usr/lib/libreadline.so.4 (0x00d3d000)
        libncurses.so.5 => /usr/lib/libncurses.so.5 (0x03d2f000)
        libdl.so.2 => /lib/libdl.so.2 (0x00689000)
        libc.so.6 => /lib/tls/libc.so.6 (0x00538000)
        /lib/ld-linux.so.2 (0x0051e000)



> which will list the shared libraries R will try to load to resolve links to
> shared libraries. 
> 
> Having said that, I have tried your example on several platforms with
> several configurations, and I get NaNs only when R is calling the Lapack
> routine dsyevr (R's builtin Lapack) with an external (optimized) blas
> (either Goto or ATLAS's blas) but not R's builtin blas. Moreover even with
> the optimized blas, if I use dysev instead of dsyevr, (eigen() executes a
> .Call("La_rs",x,only.values,"dsyevr",PACKAGE="base"), I execute this from R
> with "dsyev" in place of "dsyevr") I get no NaNs. 
> 
> So it looks like a problem with a blas routine used by dsyevr but not dsyev,
> but I have yet to confirm.

Well, I have now written a test function in C to call dsyevr, but it goes
through fine -- no NaN's. (I can send the test function).

I wonder if there is an issue with workspace allocation in R: dsyevr has an
optimal way of doing that, and that is obtained by a call with iwork=-1. 

Many thanks and best wishes!


> I note that your C program does not use either of these lapack routines.
> 
> Reid Huntsinger
> 
>