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

[Joshua Wiley]

On Wed, Apr 18, 2012 at 9:52 PM, Michael <comtech.usa at gmail.com> wrote:
> Thanks! Speed is not a concern...
>
> Accuracy and stability is the concern.
>
> I am actually using the method to find all the roots of a big polynomial...
>
> Want to see whether it's accurate or not...

Well the authors may have written it so that for big polynomials, it
stops trying and just spits out random numbers and gaelic profanity,
but why not test it out?  eigen() is based on the LAPACK
implementation (or EISPACK), you can also get a wrapper to ARPACK:
http://igraph.sourceforge.net/doc-0.5/R/arpack.html

>
>
> On Wed, Apr 18, 2012 at 11:46 PM, Joshua Wiley <jwiley.psych at gmail.com>
> wrote:
>>
>> 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!
>> >
>> >        [[alternative HTML version deleted]]
>> >
>> > ______________________________________________
>> > R-help at r-project.org mailing list
>> > https://stat.ethz.ch/mailman/listinfo/r-help
>> > PLEASE do read the posting guide
>> > http://www.R-project.org/posting-guide.html
>> > and provide commented, minimal, self-contained, reproducible code.
>>
>>
>>
>> --
>> Joshua Wiley
>> Ph.D. Student, Health Psychology
>> Programmer Analyst II, Statistical Consulting Group
>> University of California, Los Angeles
>> https://joshuawiley.com/
>
>



-- 
Joshua Wiley
Ph.D. Student, Health Psychology
Programmer Analyst II, Statistical Consulting Group
University of California, Los Angeles
https://joshuawiley.com/