Dear R-helpers, could anybody explain me briefly what is the difference between eigenvectors returned by 'eigen' and 'svd' functions and how they are related? Thanks in advance Ondrej Mikula
svd() does not return eigeinvectors! -- View this message in context: http://r.789695.n4.nabble.com/eigen-and-svd-tp2550210p2550257.html Sent from the R help mailing list archive at Nabble.com.
X = U D V' ## D are the singular values of X X'X = V D^2 V' ## D^2 are the eigenvalues of X'X V is the same in both factorizations. 2010/9/22 Ondřej Mikula <onmikula@gmail.com>> Dear R-helpers, > could anybody explain me briefly what is the difference between > eigenvectors returned by 'eigen' and 'svd' functions and how they are > related? > Thanks in advance > Ondrej Mikula > > ______________________________________________ > 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<http://www.r-project.org/posting-guide.html> > and provide commented, minimal, self-contained, reproducible code. >[[alternative HTML version deleted]]
It does for real-symmetric and complex Hermitian matrices, i.e. the $u and $v from svd() are the same as $vectors from eigen() for Hermitian matrices. There might be differences in signs, but that does not matter. Of course the singular values and eigenvalues are identical too. Ravi. -----Original Message----- From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On Behalf Of Peng, C Sent: Wednesday, September 22, 2010 9:13 AM To: r-help at r-project.org Subject: Re: [R] eigen and svd svd() does not return eigeinvectors! -- View this message in context: http://r.789695.n4.nabble.com/eigen-and-svd-tp2550210p2550257.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help at 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.