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...

On Wed, Apr 18, 2012 at 11:46 PM, Joshua Wiley <jwiley.psych@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@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@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/
>

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