search for: dsyev

hello, i want to compute the top k eigenvalues+eigenvectors of a (large) real symmetric matrix. since it doesn't look like any top-level R function does this, i'll call LAPACK from a C shlib and then use .Call. the only LAPACK function i see to do this in R_ext/Lapack.h is dsyevx. however, i know that in LAPACK dsyevr can also return a partial eigendecomposition. why is dsyevr not exported in R_ext/Lapack.h? my superficial understanding is that dsyevr is "better" (faster? stabler?) for both complete and partial eigenproblems than dsyevd/dsyevx, but only the compl...

hello, i want to compute the top k eigenvalues+eigenvectors of a (large) real symmetric matrix. since it doesn't look like any top-level R function does this, i'll call LAPACK from a C shlib and then use .Call. the only LAPACK function i see to do this in R_ext/Lapack.h is dsyevx. however, i know that in LAPACK dsyevr can also return a partial eigendecomposition. why is dsyevr not exported in R_ext/Lapack.h? my superficial understanding is that dsyevr is "better" (faster? stabler?) for both complete and partial eigenproblems than dsyevd/dsyevx, but only the compl...

...owing lines show what happened. I tried the very same on linux, and it worked fine. >a <- matrix(c(1,2,3,2),3,3) >a [,1] [,2] [,3] [1,] 1 2 3 [2,] 2 1 2 [3,] 3 2 1 >library(mva) >cmdscale(a) Error in La.eigen(Tmat, symmetric = TRUE) : On entry to DSYEV parameter number 8 had an illegal value Regards, Laurent PS: I had trouble during the 'make check' installation step. I was pointed out it was a known problem with modreg on SGIs. I think both things are independant, but, well, one never knows... -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-...

Using the 64-bit Solaris compilers make check dumps core in La_rs at 73 F77_CALL(dsyev)(jobv, uplo, &n, rx, &n, rvalues, work, &lwork, &info); I can't reproduce it easily, but example(eigen) occasionally stops with Error: abs(sm - V %*% diag(lam) %*% t(V)) < 60 * Meps is not TRUE which might be connected. The tiny rounding errors in example(eigen) aren't...

...rdinates for Graphics Window> > ## alias help(plot.window) > > ##___ Examples ___: > > ##--- An example for the use of `asp' : > library(mva) > data(eurodist) > loc <- cmdscale(eurodist) Error in La.eigen(Tmat, symmetric = TRUE) : On entry to DSYEV parameter number 8 had an illegal value Execution halted The problem is, that by default the accelerated blas library (libdxml or libcxml) is found by ./configure and gets used (DSYEV resides in this library) I stopped using libdxml/libcxml with R long ago because I had similar problems (using...

...data and determine that this particular dataset results in a correlation matrix that is not positive definite and a line within gee with eigen(z$wcor) is where things lock up . Specifically, the line within eigen .Call("La_rs", x, only.values, if (capabilities("IEEE754")) "dsyevr" else "dsyev", PACKAGE = "base") is where it happens. The issue is that I get different behavior when I run the function "interactively" and when it's run by sourcing a script. Running at a command line (i.e. not embedding the call within functions and sour...

Hi, It is my understanding that the eigenvectors of a circulant matrix are given as follows: 1,omega,omega^2,....,omega^{p-1} where the matrix has dimension given by p x p and omega is one of p complex roots of unity. (See Bellman for an excellent discussion on this). The matrix created by the attached row and obtained using the following commands indicates no imaginary parts for the