[R] Beginning Eigen System question.
Joris Meys
jorismeys at gmail.com
Thu Jun 24 00:48:36 CEST 2010
On Thu, Jun 24, 2010 at 12:41 AM, Joris Meys <jorismeys at gmail.com> wrote:
> Which other Linear Algebra system, and which function did you use in R?
> Cheers
> Joris
Never mind, off course you used "eigen()"...
Eigenvectors are only determined up to a constant. If I'm not mistaken
(but check the help files on it), R normalizes the eigenvectors (and
so does your other Linear Algebra system). This makes the eigenvectors
defined up to the sign.
Cheers
Joris
>
> On Thu, Jun 24, 2010 at 12:32 AM, <rkevinburton at charter.net> wrote:
>> Forgive me if I missunderstand a basic Eigensystem but when I present the following matrix to most any other LinearAlgebra system:
>>
>> 1 3 1
>> 1 2 2
>> 1 1 3
>>
>> I get an answer like:
>>
>> //$values
>> //[1] 5.000000e+00 1.000000e+00 -5.536207e-16
>>
>> //$vectors
>> // [,1] [,2] [,3]
>> //[1,] 0.5773503 -0.8451543 -0.9428090
>> //[2,] 0.5773503 -0.1690309 0.2357023
>> //[3,] 0.5773503 0.5070926 0.2357023
>>
>> But R gives me:
>>
>> //$values
>> //[1] 5.000000e+00 1.000000e+00 -5.536207e-16
>>
>> //$vectors
>> // [,1] [,2] [,3]
>> //[1,] -0.5773503 -0.8451543 -0.9428090
>> //[2,] -0.5773503 -0.1690309 0.2357023
>> //[3,] -0.5773503 0.5070926 0.2357023
>>
>> The only difference seems to be the sign on the first eigen vector. What am I missing?
>>
>> Kevin
>>
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>> and provide commented, minimal, self-contained, reproducible code.
>>
>
>
>
> --
> Joris Meys
> Statistical consultant
>
> Ghent University
> Faculty of Bioscience Engineering
> Department of Applied mathematics, biometrics and process control
>
> tel : +32 9 264 59 87
> Joris.Meys at Ugent.be
> -------------------------------
> Disclaimer : http://helpdesk.ugent.be/e-maildisclaimer.php
>
--
Joris Meys
Statistical consultant
Ghent University
Faculty of Bioscience Engineering
Department of Applied mathematics, biometrics and process control
tel : +32 9 264 59 87
Joris.Meys at Ugent.be
-------------------------------
Disclaimer : http://helpdesk.ugent.be/e-maildisclaimer.php
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