[R] error code 5 from Lapack routine 'dsyevr'

[Richard D. Morey]

While using the rmvnorm function, I get the error:

Error in eigen(sigma, sym = TRUE) : error code 5 from Lapack routine 
'dsyevr'

The same thing happens when I try the eigen() function on my covariance 
matrix. The matrix is a symmetric 111x111 matrix. Well, it is almost 
symmetric; there are slight deviations from symmetry (the largest is 
3e-18).  I have this in an MCMC loop, and it happens about once in every 
40 iterations or so.

What does this error mean?

Thanks.


-- 
Richard D. Morey, M.A.
Research Assistant, Perception and Cognition Lab
University of Missouri-Columbia