On Apr 21, 2012, at 15:22 , Luke Hartigan wrote: > Hi all, > > In my experience, using eigen to solve generalized eigenvalue / eigenvector > problems only gives correct looking eigenvalues while the eigenvectors seem > to be wrong (in comparison to results from MATLAB's 'eig' function for > example).
Could you please document that? There are many misconceptions about when eigenvectors are "correct" and platform dependencies too. As far as I can tell, both R and Matlab use the same LAPACK routines. -- Peter Dalgaard, Professor, Center for Statistics, Copenhagen Business School Solbjerg Plads 3, 2000 Frederiksberg, Denmark Phone: (+45)38153501 Email: pd....@cbs.dk Priv: pda...@gmail.com ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
