From ripley@stats.ox.ac.uk  Tue Apr 20 19:17:07 1999
From: ripley@stats.ox.ac.uk (Prof Brian D Ripley)
Date: Tue, 20 Apr 1999 19:17:07 +0100 (BST)
Subject: eigenvalue/eigenvector calculations
In-Reply-To: <m10ZeAN-0000ZSC@verdi.stat.wisc.edu>
Message-ID: <Pine.GSO.4.05.9904201914460.13546-100000@auk.stats>

On Tue, 20 Apr 1999, Douglas Bates wrote:

> I was cross-checking my results in R and came up with the following
> peculiar behaviour.  If you use only.values = TRUE in eigen, you get
> noticeably different eigenvalues and I don't think it is just a matter
> of the ordering of the results.  Their products are noticeably
> different.
> 
> R : Copyright 1999, The R Development Core Team
> Version 0.64.0  (April 8, 1999)
> 

That's the problem. On

R : Copyright 1999, The R Development Core Team
Version 0.64.0 Patched (unreleased snapshot) (April 19, 1999)

> all(eigen(x,only.values=TRUE)$values == eigen(x)$values)
[1] TRUE

As the NEWS says:

BUG FIXES

    o   eigen() now should work (again) in all cases.

There is quite a long list of bug fixes in 0.64.0, so I recommend the
R-release version.

Brian

-- 
Brian D. Ripley,                  ripley@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 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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eigenvalue/eigenvector calculations
Prof Brian D Ripley