From cubranic at stat.ubc.ca  Tue Jun 18 17:09:36 2013
From: cubranic at stat.ubc.ca (Davor Cubranic)
Date: Tue, 18 Jun 2013 08:09:36 -0700
Subject: [Rd] eigen(symmetric=TRUE) for complex matrices
In-Reply-To: <5CEBFA58-9D40-42F0-87B8-F006EC3A848B@gmail.com>
References: <CAHHjBM4z8d58QNb1HuqT4-k7BKaTo_=zAeuFeDr4pZdjTP2-Tg@mail.gmail.com>
	<5CEBFA58-9D40-42F0-87B8-F006EC3A848B@gmail.com>
Message-ID: <51C07830.9060008@stat.ubc.ca>

On 13-06-18 12:57 AM, peter dalgaard wrote:
>> Coercing A to a complex matrix should make no difference, but makes
>> >eigen() return the wrong answer:
>> >
>>> >>min(eigen(A+0i,T,T)$values)
>> >[1] -0.359347
>>> >>
>> >
>> >This is very, very wrong.
> Yep. I see this also on 10.6/7 (Snow Leopard, Lion)  and 3.0.x, but NOT with a MacPorts build of 2.15.3 that I had lying around.
>
> So this sits somewhere between Mac builds, R versions, and possibly LAPACK issues. Can anyone reproduce on non-Mac?
>

It doesn't happen with the CRAN binary of 2.15.3 built for Ubuntu Precise.

Davor



[Rd] eigen(symmetric=TRUE) for complex matrices
Davor Cubranic