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bachner
2013 Jun 18
1
eigen(symmetric=TRUE) for complex matrices
R-3.0.1 rev 62743, binary downloaded from CRAN just now; macosx 10.8.3
Hello,
eigen(symmetric=TRUE) behaves strangely when given complex matrices.
The following two lines define 'A', a 100x100 (real) symmetric matrix
which theoretical considerations [Bochner's theorem] show to be positive
definite:
jj <- matrix(0,100,100)
A <- exp(-0.1*(row(jj)-col(jj))^2)
A's being positive-definite is important to me:
> min(eigen(A,T,T)$values)
[1] 2.521153e-10
>
Coercing A to a complex matrix should make no difference, but makes
eigen() r...