Have you looked more closely at the differences? Eigenvectors are only determined up to a sign change, so different platforms often give results that differ by sign. If you use a multitasking numerical library, the same can happen within platform because the exact sequence of computations differs between calls. You could check a) that e1$values and e2$values are the same b) that the crossprod(e1$vectors, e2$vectors) is a diagonal matrix with 1 or -1 in the diagonal. (This might fail if you have eigenvalues that are almost identical, though.) -pd> On 4 May 2025, at 17.57, smallepsilon via R-help <r-help at r-project.org> wrote: > > I am using MKL with R 4.5.0 on Linux, and eigen() is producing different results with identical calls. Specifically, when I run the code below, I get "FALSE" from identical(). Just in case it had something to do with a random number generator, I put identical set.seed() calls immediately before each eigen() call, but that did not help. Has anyone seen this behavior before? > > (When n is 5, the identical() call almost always returns "TRUE". As n increases, the proportion of FALSE results increases, and it is nearly always FALSE when n is 50.) > > Jesse > > *** > > n <- 50 > set.seed(20250504) > Sigma <- rWishart(1, df = n, Sigma = diag(n))[,,1] > e1 <- eigen(Sigma) > e2 <- eigen(Sigma) > identical(e1, e2) > > ______________________________________________ > R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide https://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code.-- Peter Dalgaard, Professor, Center for Statistics, Copenhagen Business SchoolSolbjerg Plads 3, 2000 Frederiksberg, Denmark Phone: (+45)38153501 Office: A 4.23 Email: pd.mes at cbs.dk Priv: PDalgd at gmail.com
Peter, The eigenvalues are not identical(), but are all.equal(). When n is 20, the crossproduct is (numerically) a diagonal matrix with +-1 on the diagonal. When n is 50, this is not the case, but that could be an issue of nearly identical eigenvalues. Is there no way within R to require that the sequence of operations be the same for identical calls? The problem arose originally in a package test in which I wanted to verify that two ways of specifying something led to the execution of exactly the same calculations. The best proxy for this seemed to be to use identical() on the outputs, but if the same line of code (that should not involve an RNG) can lead to different results, this approach is doomed, yes? It is not absolutely critical that the outputs be identical(), but it would be much more reassuring than all.equal(). Thanks, Jesse On Sunday, May 4th, 2025 at 12:27 PM, peter dalgaard <pdalgd at gmail.com> wrote:> > > Have you looked more closely at the differences? Eigenvectors are only determined up to a sign change, so different platforms often give results that differ by sign. If you use a multitasking numerical library, the same can happen within platform because the exact sequence of computations differs between calls. > > You could check > > a) that e1$values and e2$values are the same > b) that the crossprod(e1$vectors, e2$vectors) is a diagonal matrix with 1 or -1 in the diagonal. (This might fail if you have eigenvalues that are almost identical, though.) > > -pd > > > On 4 May 2025, at 17.57, smallepsilon via R-help r-help at r-project.org wrote: > > > > I am using MKL with R 4.5.0 on Linux, and eigen() is producing different results with identical calls. Specifically, when I run the code below, I get "FALSE" from identical(). Just in case it had something to do with a random number generator, I put identical set.seed() calls immediately before each eigen() call, but that did not help. Has anyone seen this behavior before? > > > > (When n is 5, the identical() call almost always returns "TRUE". As n increases, the proportion of FALSE results increases, and it is nearly always FALSE when n is 50.) > > > > Jesse > > > > *** > > > > n <- 50 > > set.seed(20250504) > > Sigma <- rWishart(1, df = n, Sigma = diag(n))[,,1] > > e1 <- eigen(Sigma) > > e2 <- eigen(Sigma) > > identical(e1, e2) > > > > ______________________________________________ > > R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see > > https://stat.ethz.ch/mailman/listinfo/r-help > > PLEASE do read the posting guide https://www.R-project.org/posting-guide.html > > and provide commented, minimal, self-contained, reproducible code. > > > -- > Peter Dalgaard, Professor, > Center for Statistics, Copenhagen Business SchoolSolbjerg Plads 3, 2000 Frederiksberg, Denmark > Phone: (+45)38153501 > Office: A 4.23 > Email: pd.mes at cbs.dk Priv: PDalgd at gmail.com
Just an FYI that on my system identical(e1,e2) returns TRUE. Here is the output of sessionInfo() on my system:> sessionInfo()R version 4.4.2 (2024-10-31) Platform: x86_64-pc-linux-gnu Running under: Ubuntu 22.04.5 LTS Matrix products: default BLAS: /usr/lib/x86_64-linux-gnu/openblas-pthread/libblas.so.3 LAPACK: /usr/lib/x86_64-linux-gnu/openblas-pthread/libopenblasp-r0.3.20.so; LAPACK version 3.10.0 locale: [1] LC_CTYPE=en_US.UTF-8 LC_NUMERIC=C [3] LC_TIME=en_US.UTF-8 LC_COLLATE=en_US.UTF-8 [5] LC_MONETARY=en_US.UTF-8 LC_MESSAGES=en_US.UTF-8 [7] LC_PAPER=en_US.UTF-8 LC_NAME=C [9] LC_ADDRESS=C LC_TELEPHONE=C [11] LC_MEASUREMENT=en_US.UTF-8 LC_IDENTIFICATION=C time zone: Asia/Jerusalem tzcode source: system (glibc) attached base packages: [1] stats graphics grDevices datasets utils methods base loaded via a namespace (and not attached): [1] compiler_4.4.2 tools_4.4.2 bspm_0.5.7 HTH, Eric On Sun, May 4, 2025 at 8:28?PM peter dalgaard <pdalgd at gmail.com> wrote:> Have you looked more closely at the differences? Eigenvectors are only > determined up to a sign change, so different platforms often give results > that differ by sign. If you use a multitasking numerical library, the same > can happen within platform because the exact sequence of computations > differs between calls. > > You could check > > a) that e1$values and e2$values are the same > b) that the crossprod(e1$vectors, e2$vectors) is a diagonal matrix with 1 > or -1 in the diagonal. (This might fail if you have eigenvalues that are > almost identical, though.) > > -pd > > > On 4 May 2025, at 17.57, smallepsilon via R-help <r-help at r-project.org> > wrote: > > > > I am using MKL with R 4.5.0 on Linux, and eigen() is producing different > results with identical calls. Specifically, when I run the code below, I > get "FALSE" from identical(). Just in case it had something to do with a > random number generator, I put identical set.seed() calls immediately > before each eigen() call, but that did not help. Has anyone seen this > behavior before? > > > > (When n is 5, the identical() call almost always returns "TRUE". As n > increases, the proportion of FALSE results increases, and it is nearly > always FALSE when n is 50.) > > > > Jesse > > > > *** > > > > n <- 50 > > set.seed(20250504) > > Sigma <- rWishart(1, df = n, Sigma = diag(n))[,,1] > > e1 <- eigen(Sigma) > > e2 <- eigen(Sigma) > > identical(e1, e2) > > > > ______________________________________________ > > R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see > > https://stat.ethz.ch/mailman/listinfo/r-help > > PLEASE do read the posting guide > https://www.R-project.org/posting-guide.html > > and provide commented, minimal, self-contained, reproducible code. > > -- > Peter Dalgaard, Professor, > Center for Statistics, Copenhagen Business SchoolSolbjerg Plads 3, 2000 > Frederiksberg, Denmark > Phone: (+45)38153501 > Office: A 4.23 > Email: pd.mes at cbs.dk Priv: PDalgd at gmail.com > > ______________________________________________ > R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > https://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. >[[alternative HTML version deleted]]