search for: eigene

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

I would like to deprecate La.eigen. It is used in a few packages (ade4, fpc, gss, mvtnorm and smoothSurv on CRAN), but only in usages where replacing `La.eigen' by `eigen' would call exactly the same code. The reason for wanting to deprecate it is that little-used interfaces tend to get overlooked, e.g. PR#5406, a report on eigen, needed to be applied to La.eigen as well. We have also

Hi, with small matrices eigen works as expected: > eigen(cbind(c(1,4),c(4,7)), only.values = TRUE) $values [1] 9 -1 $vectors NULL > eigen(cbind(c(1,4),c(4,7))) $values [1] 9 -1 $vectors [,1] [,2] [1,] 0.4472136 -0.8944272 [2,] 0.8944272 0.4472136 > eigen(cbind(c(1,-1),c(1,-1))) $values [1] -3.25177e-17+1.570092e-16i -3.25177e-17-1.570092e-16i $vectors

Dear R-users, Recently, I have come across a weird problem. I run a large number of iterations and at one of the step within each iteration, I calculate the eigen values of a updated covariance matrix. From all my intermediate output, the code freezes after printing out the covariance matrix but before printing out the eigen values. So, obviously it stops at the only step, the eigen() function

It was a real surprise, but a student in my class found that the function eigen is buggy. He traced to the problem from his inability of getting principal component analysis to work on his data. Chong Gu Here is a matrix I generated through X'X, where X is 2x3. > jj [,1] [,2] [,3] [1,] 0.8288469 -1.269783 -0.7533517 [2,] -1.2697829 2.162132 2.0262917 [3,]

Sorry to bother everyone, but I've looked in all of the help files and manuals I have and I can't find the answer to this question. I'm doing principle component analysis by calculating the eigen vectors of a correlation matrix that I have that is composed of 21 parameters. I have the eigen vectors and their values that R produced for me but I'm not sure how to tell which

Dear Sir, I am an R user. I am in problem to find eigen vectors in R. For the following matrix eigen vectors are not right. I can not understand why?? For the 1st eigen value and 2nd eigen value are same, but the eigen vectors are not same. *HOW CAN I RESOLVE THE PROBLEM??* *>c=matrix(c(1,0,0,1,2,0,-3,5,2),nrow=3,byrow=T)> eigen(c)$values[1] 2 2 1$vectors [,1] [,2]

At 01:37 PM 5/10/00 +0200, ralle wrote: >Hi, >I have a problem understanding what is going on with eigen() for >nonsymmetric matrices. >Example: >h<-rnorm(6) >> dim(h)<-c(2,3) >> c<-rnorm(6) "c" is not a great choice of identifier! >> dim(c)<-c(3,2) >> Pi<-h %*% c >> eigen(Pi)$values >[1] 1.56216542 0.07147773 These could

I'm using R version 2.0.1 on a Windows 2000 operating system. Here is some actual code I executed: > test [,1] [,2] [1,] 1000 500 [2,] 500 250 > eigen(test, symmetric=T)$values [1] 1.250000e+03 -3.153033e-15 > eigen(test, symmetric=T)$values[2] >= 0 [1] FALSE > eigen(test, symmetric=T, only.values=T)$values [1] 1250 0 > eigen(test, symmetric=T,

Dear all, It is not a R related problem rather than statistical/mathematical. However I am posting this query hoping that anyone can help me on this matter. My problem is to get the Geometrical Interpretation of Eigen value and Eigen vector of any square matrix. Can anyone give me a light on it? Thanks and regards, Arun [[alternative HTML version deleted]]

Full_Name: Sundar Dorai-Raj Version: 1.8.1 OS: Windows 2000 Professional Submission from: (NULL) (12.64.199.173) I discovered this problem when trying to use princomp in package:mva when a column in my matrix was all zeros and I set cor = TRUE (thus division by 0). Doing so hangs R, never to return. I have to shut down Rterm in the Task Manager and lose all work from the current image. I tracked

I'm using R 1.7.1 under linux redhat it seems that the eigen values produced by eigen() do not follow a consistant order; I mean either ascending or discending e.g for one system: eigenV<-eigen(V) > print(eigenV$values) [1] -7.706828e+13 -4.702980e+13 -3.267579e+13 -1.701297e+13 -8.041677e+12 [6] -5.707311e+12 -5.053941e+12 -4.774652e+12 -4.280423e+12 -3.798905e+12

hi all i have a question that about the eigen analysis found in R and in eviews. i used the same data set in the two packages and found different answers. which is incorrect? the data is: aa ( a correlation matrix) 1 0.9801 0.9801 0.9801 0.9801 0.9801 1 0.9801 0.9801 0.9801 0.9801 0.9801 1 0.9801 0.9801 0.9801 0.9801 0.9801 1 0.9801 0.9801 0.9801 0.9801 0.9801 1 now > svd(aa) $d [1] 4.9204

I'm only now realizing that we have severe problems with R on our AMD 'Opteron' and 'Athlon64' clients running Redhat Enterprise with all 64-bit libraries (AFAICS). The Lapack problem happens for R-patched and R-devel both on the Opteron and the Athlon64. Here are platform details: o "gcc -v" and "g77 -v" both end with the line gcc version 3.2.3

Hi, I am using eigen to get an eigen decomposition of a square, symmetric matrix. For some reason, I am getting a column in my eigen vectors (the 52nd column out of 601) that is a column of all NAs. I am using the option, symmetric=T for eigen. I just discovered that I do not get this behavior when I use the option EISPACK=T. With EISPACK=T, the 52nd eigenvector is (up to rounding error) a

Hello Does anybody know how one can compute d largest eigenvalues/eigenvectors in R, like in MATLAB eigs function ? eigen function computes all eigenvectors/eigenvalues, and they are slightly different than those generated by matlab eigs. Thanks in advance -- View this message in context: http://www.nabble.com/matlab-eigs-function-in-R-tp17619641p17619641.html Sent from the R help mailing list

A message this morning reminded me of a previous problem I had which should be noted in R bugs, but is really a problem with gcc 3 I believe. It may be only a problem on Solaris, but AFAIK has not been checked on other platforms. I resolved it by going back to a gcc 2.9x.x (which a few people suggested). Below is the relevant part of my original post, an example which provokes the segfault, and

Hi I am having difficulty with eigen() on R-devel_2006-01-05.tar.gz Specifically, in R-2.2.0 I get expected behaviour: > eigen(matrix(1:100,10,10),FALSE,TRUE)$values [1] 5.208398e+02+0.000000e+00i -1.583980e+01+0.000000e+00i [3] -4.805412e-15+0.000000e+00i 1.347691e-15+4.487511e-15i [5] 1.347691e-15-4.487511e-15i -4.269863e-16+0.000000e+00i [7] 1.364748e-16+0.000000e+00i

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,

...86RegisterInfo.cpp(1170) : warning C4244: 'argument' : conversion from 'uint64_t' to 'int', possible loss of data ..\..\lib\Target\X86\X86RegisterInfo.cpp(1185) : warning C4244: 'argument' : conversion from 'int64_t' to 'int', possible loss of data c:\Eigenes\compiler\llvm-2.0\win32\x86\X86GenRegisterInfo.inc(805) : warning C4065: switch statement contains 'default' but no 'case' labels C:\eigenes\compiler\vcc2005\VC\include\xutility(2282) : warning C4996: 'std::_Copy_opt' was declared deprecated C:\eigenes\compiler\vcc2...