From cajo.terbraak at wur.nl  Mon Jul  4 11:34:56 2005
From: cajo.terbraak at wur.nl (cajo.terbraak@wur.nl)
Date: Mon,  4 Jul 2005 11:34:56 +0200 (CEST)
Subject: [Rd] eigen of a real pd symmetric matrix gives NaNs in $vector
	(PR#7987)
Message-ID: <20050704093456.BB45210B78@slim.kubism.ku.dk>

Full_Name: cajo ter Braak
Version: 2.1.1
OS: Windows
Submission from: (NULL) (137.224.10.105)


# I would like to attach the matrix C in the Rdata file; it is 50x50 and comes
from a geostatistical problem (spherical covariogram)

> rm(list=ls(all=TRUE))
> load(file= "test.eigen.Rdata")
> ls()
[1] "C"  "eW"
> 
> sym.check = max(abs(C - t(C)))    # should be 0 for symmetry
> sym.check
[1] 0
> eW <-eigen(C, symmetric = TRUE)
> l_eW <- eW$values
> print(eW$values)
 [1] 4.5730646 4.5730646 3.3066738 3.3066738 3.3066738 3.3066738 2.3935268
 [8] 2.3935268 1.9367508 1.9367508 1.9347787 1.9347787 1.4276845 1.4276845
[15] 1.4276845 1.4276845 0.9858318 0.9858318 0.9858318 0.9858318 0.9123115
[22] 0.9123115 0.7945283 0.7945283 0.7880493 0.7880493 0.6047920 0.6047920
[29] 0.6047920 0.6047920 0.5689609 0.5689609 0.5681210 0.5681210 0.5440676
[36] 0.5440676 0.5440676 0.5440676 0.5224040 0.5224040 0.5139844 0.5139844
[43] 0.5077485 0.5077485 0.5008249 0.5008249 0.5008249 0.5008249 0.4960220
[50] 0.4960220
> #print(eW$vector)
> 
> 
> #library(MASS)
> #n = nrow(C)
> #y = runif(n)
> 
> #lm1 = lm.gls(y~1, W = C)
> #summary(lm1)
> 
> eW <-eigen(C, symmetric = TRUE)
> l_eW <- eW$values
> # the thirdteens eigenvector contrains NaN
> print(eW$values)
 [1] 4.5730646 4.5730646 3.3066738 3.3066738 3.3066738 3.3066738 2.3935268
 [8] 2.3935268 1.9367508 1.9367508 1.9347787 1.9347787 1.4276845 1.4276845
[15] 1.4276845 1.4276845 0.9858318 0.9858318 0.9858318 0.9858318 0.9123115
[22] 0.9123115 0.7945283 0.7945283 0.7880493 0.7880493 0.6047920 0.6047920
[29] 0.6047920 0.6047920 0.5689609 0.5689609 0.5681210 0.5681210 0.5440676
[36] 0.5440676 0.5440676 0.5440676 0.5224040 0.5224040 0.5139844 0.5139844
[43] 0.5077485 0.5077485 0.5008249 0.5008249 0.5008249 0.5008249 0.4960220
[50] 0.4960220
> print(eW$vector[,13])
 [1]   0 NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
NaN
[20] NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
NaN
[39] NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN NaN
>



[Rd] eigen of a real pd symmetric matrix gives NaNs in $vector (PR#7987)
cajo.terbraak@wur.nl