[R] Is the eigen-value decomposition in R generally stable/reliable for large matrix?

[Joshua Wiley]

Hi Michael,

There are lots of options, but here is a simple one:

x <- matrix(rnorm(3000*3000), 3000)
e <- eigen(x)

only takes a couple minutes on my machine for a 3000 x 3000 matrix.

Cheers,

Josh

On Wed, Apr 18, 2012 at 8:55 PM, Michael <comtech.usa at gmail.com> wrote:
> Say a matrix of size of thousands?
>
> I am looking for an eigen-value decomposition algo in R to give good
> eigenvalues...
>
> Is that a hopeful thing?
>
> Thank you!
>
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-- 
Joshua Wiley
Ph.D. Student, Health Psychology
Programmer Analyst II, Statistical Consulting Group
University of California, Los Angeles
https://joshuawiley.com/