It looks like there might be a bug in the symmetry detection routine of
eigen. When I do
eigen(M, symmetric=FALSE)
it works fine. Eigenvalues (after omitting their imaginary parts, which
are essentially zeros) are the same as the ones obtained with EISPACK to
within a small multiple of machine epsilon.
However, the eigenvector matrices seem different ! This happens on
R-2.2.1-patched and R-2.3.0 (both compiled from daily snapshots).
Andy
PS. My system is Windows 2000 on a Xeon CPU. I use precompiled Pentium 4
Rblas DLL from CRAN, but the same thing happens with standard Rblas.
__________________________________
Andy Jaworski
518-1-01
Process Laboratory
3M Corporate Research Laboratory
-----
E-mail: apjaworski at mmm.com
Tel: (651) 733-6092
Fax: (651) 736-3122
"C.J.Albers"
<C.J.Albers at open.
ac.uk> To
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Subject
[R] R crashes during 'eigen'
03/28/2006 10:01
AM
Hi all,
Hi,
When I want to compute the eigenvalues & eigenvectors of a specific
matrix, R crashes (i.e. it stops responding to any input). I've tried it
with different versions of R (2.1.1, 2.2.0, 2.2.1) - all with crashing
as result.
What I did before the crash was:
M <- as.matrix(read.table("thematrix",header=T))
eigen(M)
If, instead of eigen(M), I use eigen(M, EISPACK=T), R doesn't crash. So,
I know a workaround my problem, but still don't understand why R
crashes. Could anyone explain this?
In case someone wants to download my matrix to see where it goes wrong,
it can be downloaded from http://mcs.open.ac.uk/cja235/thematrix
(warning: obviously, R might crash so save your unsaved work first).
thanks,
Casper Albers
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