Ulrike Grömping
2013-Aug-08 14:23 UTC
[R] Reason for difference in singular value decomposition produced by function La.svd (via prcomp)?
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
Ulrike Grömping
2013-Aug-12 08:26 UTC
[Rd] Reason for difference in singular value decomposition produced by function La.svd (via prcomp)?
Dear expeRts, I previously posted this message to R-help and did not get a response, therefore I now try here, with a few additional system details added. I have run some simulations under R 2.15.1 on a Mac (OS X, 10.6.8), and I have rerun a sample of them under R 3.0.1 on Windows 7 (and also for comparison under R2.14.1 on Windows XP). 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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