[R] Difference between eigs() and eigen()

Dear R users and contributors, I recently observed a difference between the outputs of the classic eigen() function, and the Arnoldi variant eigs() that extracts only the few first eigenpairs. Here is some sample code illustrating the problem: library(rARPACK) library(speccalt) set.seed(1) #

Re: [R] Difference between eigs() and eigen()

eigs() is from a contributed package. No idea what it is about, but my guess is these are actually numerical differences coming from different algorithms used to calculate the eigenvalues. For details, please ask the author of the corresponding contributed package. Best, Uwe Ligges On