[R] eigen and svd

[Ravi Varadhan]

It does for real-symmetric and complex Hermitian matrices, i.e. the $u and
$v from svd() are the same as $vectors from eigen() for Hermitian matrices.
There might be differences in signs, but that does not matter. Of course the
singular values and eigenvalues are identical too.

Ravi.

-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On
Behalf Of Peng, C
Sent: Wednesday, September 22, 2010 9:13 AM
To: r-help at r-project.org
Subject: Re: [R] eigen and svd


svd() does not return eigeinvectors!
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