similar to: matlab eigs function in R

Hi, I was wondering if function eigen() does something different from the function call eigen() in SAS. I'm in the process of translating a SAS code into a R code and the values of the eigenvectors and eigenvalues of a square matrix came out to be different from the values in SAS. I would also appreciate it if someone can explain the difference in simple terms. I'm pretty new to both

Hi, I was wondering if anyone knew of an implementation of a function similar to "eigs" in Matlab (full description here: http://www.mathworks.com/access/helpdesk/help/techdoc/ref/eigs.html). This function differs from the standard "eigen" in that it computes a *few* eigenvectors for cases in which your matrix is very large and/or you don't need all the eigenvectors.

Dear R-tisans, I am trying to calculate the 12th root of a transition (square) matrix, but can't seem to obtain an accurate result. I realize that this post is laced with intimations of quantitative finance, but the question is both R-related and broadly mathematical. That said, I'm happy to post this to R-SIG-Finance if I've erred in posting this to the general list. I've

Dear R-listers Is there anyone who knows why I get different eigenvectors when I run MatLab and R? I run both programs in Windows Me. Can I make R to produce the same vectors as MatLab? #R Matrix PA9900<-c(11/24 ,10/53 ,0/1 ,0/1 ,29/43 ,1/24 ,27/53 ,0/1 ,0/1 ,13/43 ,14/24 ,178/53 ,146/244 ,17/23 ,15/43 ,2/24 ,4/53 ,0/1 ,2/23 ,2/43 ,4/24 ,58/53 ,26/244 ,0/1 ,5/43) #R-syntax

Hi Timothy, Sorry for late reply. I have upstreamed the patch to fix the regression here: https://github.com/projectNe10/Ne10/commit/ee5d856cd9cb8c4a15ace567df4239f4e788d043 I have tested it with Vish's branch: http://git.linaro.org/people/viswanath.puttagunta/opus.git/shortlog/refs/heads/rfcv3_fft_fixed) Both unit test dft and unit test mdct passed on ARM v7/v8, floating point/fixed

I just noticed that read.table() and type.convert() interpret the string "i" as a missing value of type complex. > str(read.table(text=c("i\ni\ni\ni\n"))) 'data.frame': 4 obs. of 1 variable: $ V1: cplx NA NA NA ... > str(type.convert("i")) cplx NA If there are other strings in the column it makes the column character so most people

Full_Name: Pierre Legendre Version: 2.1.1 OS: Mac OSX 10.4.3 Submission from: (NULL) (132.204.120.81) I am reporting the mis-behaviour of the function 'eigen' in 'base', for the following input matrix: A <- matrix(c(2,3,4,-1,3,1,1,-2,0),3,3) eigen(A) I obtain the following results, which are incorrect for eigenvalues and eigenvectors 2 and 3 (incorrect imaginary portions):

Folks: I'm trying to port some code from python over to R, and I'm running into a wall finding R code that can solve a generalized eigenvalue problem following this function model: http://docs.scipy.org/doc/scipy/reference/generated/scipy.linalg.eig.html Any ideas? I don't want to call python from within R for various reasons, I'd prefer a "native" R solution if one

hi I'm puzzled as to the relation between the REML score computed by gam and the formula (4) on p.4 here: http://opus.bath.ac.uk/22707/1/Wood_JRSSB_2011_73_1_3.pdf I'm ok with this for poisson, or for quasipoisson when phi=1. However, when phi differs from 1, I'm stuck. #simulate some data library(mgcv) set.seed(1) x1<-runif(500) x2<-rnorm(500)

Dear all, I want to compute the eigenvalues of a complex matrix for some statistics. Comparing it to its matlab/octave sibling, I don't get the same eigenvalues in R computing it from the exact same matrix. In R, I used eigen() and arpack() that give different eigenvalues. In matlab/octave I used eig() and eigs() that give out the same eigenvalues but different to the R ones. For real

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

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

Hi I need to extract the data returned by Eigen to plot the eigenvectors. However, when I try and eigv = eigen(covariance); it returns an object with the matrices containing eigenvalues and vectors.. how can I extract the eigenvector matrix from this?? When I try mat = eig["vectors"] it returns a matrix with the "$vectors" string on top , how can I remove this? code: > eig

The following code: --8<---------------cut here---------------start------------->8--- > myfun <- function (x) list(x=x,y=x*x) > z <- as.data.frame(do.call(rbind,lapply(1:3,function(x) c(a=paste("a",x,sep=""),as.list(unlist(list(b=myfun(x),c=myfun(x*x*x)))))))) > z a b.x b.y c.x c.y 1 a1 1 1 1 1 2 a2 2 4 8 64 3 a3 3 9 27 729

Dear R-help list, I have a problem storing results from a bootstrap loop. What I doing is creating an empty matrix before the loop, then run the loop. Before the end of the loop I have a command line which defines which results inside the loop will have to go in the empty matrix. Here is the code I am using: eigen.values<-rep(NA,boots) #storage file for eigen values (1 for simulation)

Full_Name: Yves Rosseel Version: 2.2.1 OS: Submission from: (NULL) (157.193.116.152) The code below sketches a possible implementation of a function 'mlh.mlm' which I think would be a good complement to the 'anova.mlm' function in the stats package. It tests a single linear hypothesis of the form H_0: LBT'= 0 where B is the matrix of regression coefficients; L is a matrix

Hi Everyone, I am uncertain that I am writing the contrast statements correctly. Basically, I'm unsure when to use a -1 and a 1 when writing the contrasts. Specifically I am interested in comparing the slopes between different temperature regimes. Temperature is therefore a factor. Time and percent are numerical. Using the gmodels package I made the following model:

Hi Tanya, > 1) Compile llvm from source and untar the llvm-test in the projects > directory (name it llvm-test or test-suite). Choose to use a > pre-compiled llvm-gcc or re-compile it yourself. I compiled llvm and llvm-gcc with separate objects directories. Platform is x86_64-linux-gnu. > 2) Run make check, report any failures (FAIL or unexpected pass). Note > that you need to

Dear list, I'm facing an issue with the automated documentation of a function using roxygen2. The function has a complex-valued default argument, which is picked up by roxygen2 using formals() to generate the corresponding Usage section of the Rd file. Unfortunately, it appears that formals() reformats complex numbers. Consider the example below, test <- function(a = 1+2i){} >

On 24/02/2018 1:53 PM, William Dunlap via R-help wrote: > x1 = rbind(unique(preval),mydat) > x2 <- x1[is.na(x1)] <- 0 > x2 # gives 0 > > Why introduce the 'x2'? x1[...] <- 0 alters x1 in place and I think that > altered x1 is what you want. > > You asked why x2 was zero. The value of the expression > f(a) <- b > and assignments