search for: 111x111

While using the rmvnorm function, I get the error: Error in eigen(sigma, sym = TRUE) : error code 5 from Lapack routine 'dsyevr' The same thing happens when I try the eigen() function on my covariance matrix. The matrix is a symmetric 111x111 matrix. Well, it is almost symmetric; there are slight deviations from symmetry (the largest is 3e-18). I have this in an MCMC loop, and it happens about once in every 40 iterations or so. What does this error mean? Thanks. -- Richard D. Morey, M.A. Research Assistant, Perception and Cogni...