Michael
2012-Apr-19 03:55 UTC
[R] Is the eigen-value decomposition in R generally stable/reliable for large matrix?
Say a matrix of size of thousands? I am looking for an eigen-value decomposition algo in R to give good eigenvalues... Is that a hopeful thing? Thank you! [[alternative HTML version deleted]]
Michael
2012-Apr-19 04:43 UTC
[R] Is the eigen-value decomposition in R generally stable/reliable for large matrix?
I am actually looking for a "generalized" eigen-value decomposition algo in R which works on non-symmetrical matrix... I plan to use it for solving high order polynomial equations... Any thoughts? Thank you! On Wed, Apr 18, 2012 at 10:55 PM, Michael <comtech.usa@gmail.com> wrote:> Say a matrix of size of thousands? > > I am looking for an eigen-value decomposition algo in R to give good > eigenvalues... > > Is that a hopeful thing? > > Thank you! >[[alternative HTML version deleted]]
Joshua Wiley
2012-Apr-19 04:46 UTC
[R] Is the eigen-value decomposition in R generally stable/reliable for large matrix?
Hi Michael, There are lots of options, but here is a simple one: x <- matrix(rnorm(3000*3000), 3000) e <- eigen(x) only takes a couple minutes on my machine for a 3000 x 3000 matrix. Cheers, Josh On Wed, Apr 18, 2012 at 8:55 PM, Michael <comtech.usa at gmail.com> wrote:> Say a matrix of size of thousands? > > I am looking for an eigen-value decomposition algo in R to give good > eigenvalues... > > Is that a hopeful thing? > > Thank you! > > ? ? ? ?[[alternative HTML version deleted]] > > ______________________________________________ > 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.-- Joshua Wiley Ph.D. Student, Health Psychology Programmer Analyst II, Statistical Consulting Group University of California, Los Angeles https://joshuawiley.com/