[R] Solve an ordinary or generalized eigenvalue problem in R?

[peter dalgaard]

On Apr 21, 2012, at 15:22 , Luke Hartigan wrote:

> Hi all,
> 
> In my experience, using eigen to solve generalized eigenvalue / eigenvector
> problems only gives correct looking eigenvalues while the eigenvectors seem
> to be wrong (in comparison to results from MATLAB's 'eig' function for
> example).

Could you please document that? There are many misconceptions about when eigenvectors are "correct" and platform dependencies too. As far as I can tell, both R and Matlab use the same LAPACK routines.

-- 
Peter Dalgaard, Professor,
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Frederiksberg, Denmark
Phone: (+45)38153501
Email: pd.mes at cbs.dk  Priv: PDalgd at gmail.com