[R-pkg-devel] mvrnorm, eigen, tests, and R CMD check

Martin Maechler m@echler @ending from @t@t@m@th@ethz@ch
Fri May 18 10:20:04 CEST 2018


>>>>> William Dunlap 
>>>>>     on Thu, 17 May 2018 11:28:50 -0700 writes:

    > Your explanation needs to be a bit more general in the
    > case of identical eigenvalues - each distinct eigenvalue
    > has an associated subspace, whose dimension is the number
    > repeats of that eigenvalue and the eigenvectors for that
    > eigenvalue are an orthonormal basis for that subspace.
    > (With no repeated eigenvalues this gives your 'unique up
    > to sign'.)

Thank you, Bill, notably for the concrete example of non-trivial
eigenspaces (per eigenvector). 
Note I did say

  "... such that at least for the good cases where all eigenspaces
   are 1-dimensional, ..."

knowing well that only in that case it "is easy".
I have a gut feeling but may be wrong that such simplistic post
processing may also help (to get cross-platform reproducibility)
in the case of MASS::mvrnorm() where repeated eigenvalues will
be common in practice.

Martin



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