From ripley at stats.ox.ac.uk  Tue Apr 10 19:57:39 2007
From: ripley at stats.ox.ac.uk (Prof Brian Ripley)
Date: Tue, 10 Apr 2007 18:57:39 +0100 (BST)
Subject: [Rd] eigen in beta
In-Reply-To: <461BCE69.2020409@bank-banque-canada.ca>
References: <461BCE69.2020409@bank-banque-canada.ca>
Message-ID: <Pine.LNX.4.64.0704101854560.32417@gannet.stats.ox.ac.uk>

We are only aware of better behaviour from LAPACK 3.1 (which is what I 
suppose you are talking about, that is R compiled with its internal 
LAPACK).

But in at least one case that means finding a complex set of eigenvalues 
where previously a real one was found.

On Tue, 10 Apr 2007, Paul Gilbert wrote:

> I am having some trouble with a case where  eigen in R-beta  gives a
> different largest value than in previous versions of R. Other values
> seem to be the same. Before I spend too much time, is anyone aware of a
> problem (symmetric = FALSE, only.values = TRUE).
>
> Paul Gilbert
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> La version fran?aise suit le texte anglais.
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-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595


[Rd] eigen in beta
Prof Brian Ripley