Sorry, I forgot to give my system details. I am using R 2.2.1 on a Windows XP. I just did the standard download from the CRAN page for Windows. I did not use any special options. I don't know what compilation the download is, the details of BLAS or LAPACK for my computer, etc. -- how can I find this information for my computer? Thanks, Elizabeth
At 03:46 AM 3/4/2006, Prof Brian Ripley wrote: >The default is to use LAPACK rather than EISPACK. In general, LAPACK is a >lot faster and a lot stabler than EISPACK, so you will get `odd behavior' >much more often with EISPACK=TRUE (sic). > >You have not told us your machine or R details. Most of the problem >reports we see in this area are not due to R itself but to a problem in >the BLAS or LAPACK in use on the system running R. So exactly what system >is this, how was R compiled and with what options? > >On Fri, 3 Mar 2006, Elizabeth Purdom wrote: > >>Hi, >>I am using eigen to get an eigen decomposition of a square, symmetric >>matrix. For some reason, I am getting a column in my eigen vectors (the >>52nd column out of 601) that is a column of all NAs. I am using the option, > >NAs and not NaNs? I don't think the internal code of eigen knows how to >generate NAs, and is.na is not a test for NAs. > >>symmetric=T for eigen. I just discovered that I do not get this behavior >>when I use the option EISPACK=T. With EISPACK=T, the 52nd eigenvector is >>(up to rounding error) a vector of all zeros except for -0.6714 >>and +0.6714 in two locations. The eigenvalues (which are the same with >>either one) has the 52nd eigenvalue being exactly 19. I also do not have >>the NA problem if I choose symmetric=F. > >>My main question is whether there is any reason I should not use the >>EISPACK option (I do not know that what the EISPACK option really means, >>except that its not "preferred")? Or stated another way, should I trust >>that the results for EISPACK=T, and just ignore the very odd behavior of >>EISPACK=F? Or is there something inherently problematic or unstable about >>my eigen decomposition of this matrix -- and if so, is it my matrix or the >>program? >> >>I have no idea what's causing it, and I can't get a reproducible example, >>other than with my large matrix. My original matrix has no NAs in it. Here >>is code, but of course it requires my original, 601x601 symmetric matrix >>called mat >> >> > any(is.na(mat)) >>[1] FALSE >> > any(is.na(d)) >>[1] FALSE >> > dim(mat) >>[1] 601 601 >> > length(which(d==0)) >>[1] 5 >> > d<-rowSums(mat) >> > temp1<-eigen(diag(d)-mat,symmetric=T) >> > temp2<-eigen(diag(d)-mat,symmetric=T,EISPACK=T) >> > any(is.na(temp1$vec)) >>[1] TRUE >> > any(is.na(temp1$vec[,-52])) >>[1] FALSE >> > any(is.na(temp2$vec)) >>[1] FALSE >> > all.equal(abs(temp1$vec[,-52]),abs(temp2$vec[,-52])) >>[1] "Mean relative difference: 0.3278133" >> > all.equal(temp1$val,temp2$val) >>[1] TRUE >> > temp2$val[52] >>[1] 19 >> >>Thanks, >>Elizabeth >> >>______________________________________________ >>[email protected] mailing list >>https://stat.ethz.ch/mailman/listinfo/r-help >>PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html > >-- >Brian D. Ripley, [EMAIL PROTECTED] >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 ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
