[R] Reason for difference in singular value decomposition produced by function La.svd (via prcomp)?

Ulrike Grömping groemping at beuth-hochschule.de
Thu Aug 8 16:23:57 CEST 2013


Dear expeRts,

I have run some simulations under R 2.15.1 on a Mac, and I have rerun a 
sample of them under R 3.0.1 on Windows (and also for comparison under 
R2.14.1 on Windows). For most cases, I get exactly the same results in 
all three runs. However, for those cases that depend on principal 
components computed with prcomp, where the particular choice of the 
orthogonalization is arbitrary because of several identical singular 
values, I get different results between the two Windows versions on the 
one hand and the Mac version on the other hand.

I did not find anything documented about the difference; maybe I didn't 
know where to look. Can someone help me understand the reason?

Best, Ulrike



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