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

[Berend Hasselman]

On 21-04-2012, at 20:20, peter dalgaard wrote:

> 
>> 
>> The eigenvalues are identical upto the printed 9 digits but the eigenvectors appear to be quite different.
>> Maybe this is what Luke meant.
>> 
>> Berend
>> 
> 
> 
> They look quite similar to me:
> 
>> ev <- eigen(solve(B,A) )$vectors
>> ge <- geigen(A, B, TRUE , TRUE)
>> ev / ge$vl
>          [,1]     [,2]       [,3]
> [1,] 0.9324603 0.813422 -0.7423694
> [2,] 0.9324603 0.813422 -0.7423694
> [3,] 0.9324603 0.813422 -0.7423694
>> ev / ge$vr
>          [,1]     [,2]       [,3]
> [1,] 0.9324603 0.813422 -0.7423694
> [2,] 0.9324603 0.813422 -0.7423694
> [3,] 0.9324603 0.813422 -0.7423694
> 
> (and of course, eigenvectors of any sort are only defined up to a constant multiplier)

Correct. I should have checked  your way and not optically.

Berend