RE: [R] eigenvalues of a circulant matrix

2005-05-03 Thread Globe Trotter
--- "Huntsinger, Reid" <[EMAIL PROTECTED]> wrote: > Under Linux run "ldd" on the binary to see what shared libraries the binary > has been linked against and will attempt to load. The command you run is a > shell script which sets and exports LD_LIBRARY_PATH and then runs R, so to > be sure first

Re: [R] eigenvalues of a circulant matrix

2005-05-03 Thread Kjetil Brinchmann Halvorsen
: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] Behalf Of Globe Trotter Sent: Tuesday, 3 May 2005 10:51 AM To: r-help@stat.math.ethz.ch Subject: Re: [R] eigenvalues of a circulant matrix OK, here we go: I am submitting two attachments. The first is the datafile called kinv used to create my circulant matr

RE: [R] eigenvalues of a circulant matrix

2005-05-03 Thread Huntsinger, Reid
C program does not use either of these lapack routines. Reid Huntsinger -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Globe Trotter Sent: Tuesday, May 03, 2005 12:21 PM To: Huntsinger, Reid; r-help@stat.math.ethz.ch Subject: RE: [R] eigenvalues of a cir

Re: [R] eigenvalues of a circulant matrix

2005-05-03 Thread Globe Trotter
gt; > [6] -0.068041381743976725 0.068041381743976920 -0.068041381743976836 > > 0.068041381743976892 -0.068041381743976781 > > [11] 0.068041381743976781 -0.068041381743977392 0.068041381743976725 > > -0.068041381743976753 0.068041381743976753 > > [16] -0.068041381

RE: [R] eigenvalues of a circulant matrix

2005-05-03 Thread Globe Trotter
c=FALSE... > > Reid Huntsinger > > -Original Message- > From: [EMAIL PROTECTED] > [mailto:[EMAIL PROTECTED] On Behalf Of Globe Trotter > Sent: Monday, May 02, 2005 10:51 PM > To: r-help@stat.math.ethz.ch > Subject: Re: [R] eigenvalues of a circulant matrix > >

RE: [R] eigenvalues of a circulant matrix

2005-05-03 Thread Huntsinger, Reid
PROTECTED] On Behalf Of Globe Trotter Sent: Monday, May 02, 2005 10:51 PM To: r-help@stat.math.ethz.ch Subject: Re: [R] eigenvalues of a circulant matrix OK, here we go: I am submitting two attachments. The first is the datafile called kinv used to create my circulant matrix, using the following co

RE: Fwd: Re: [R] eigenvalues of a circulant matrix

2005-05-03 Thread Globe Trotter
--- Prof Brian Ripley <[EMAIL PROTECTED]> wrote: > I think we need to make clear that eigen() by default relies on LAPACK > routines and they in turn rely on BLAS routines. We have seen several > instances in which LAPACK/BLAS return NaNs when they should not, but all > that I am aware of are

RE: Fwd: Re: [R] eigenvalues of a circulant matrix

2005-05-03 Thread Globe Trotter
--- Prof Brian Ripley <[EMAIL PROTECTED]> wrote: > I think we need to make clear that eigen() by default relies on LAPACK > routines and they in turn rely on BLAS routines. We have seen several > instances in which LAPACK/BLAS return NaNs when they should not, but all > that I am aware of are

RE: Fwd: Re: [R] eigenvalues of a circulant matrix

2005-05-03 Thread Globe Trotter
Thanks for looking into this! Sure, I will try and provide more info, but sorry I seem to be doing really badly with posting > > Having cut&pasted from the data placed in the body of the > message (omitted here) I get 216 numbers. Having put these > in a vector x (in my own way): > > leng

RE: Fwd: Re: [R] eigenvalues of a circulant matrix

2005-05-03 Thread Prof Brian Ripley
: Date: Mon, 2 May 2005 19:51:24 -0700 (PDT) From: Globe Trotter <[EMAIL PROTECTED]> Subject: Re: [R] eigenvalues of a circulant matrix To: r-help@stat.math.ethz.ch OK, here we go: I am submitting two attachments. The first is the datafile called kinv used to create my circulant matri

RE: Fwd: Re: [R] eigenvalues of a circulant matrix

2005-05-03 Thread Ted Harding
; [data snipped] > > --- Globe Trotter <[EMAIL PROTECTED]> wrote: >> Date: Mon, 2 May 2005 19:51:24 -0700 (PDT) >> From: Globe Trotter <[EMAIL PROTECTED]> >> Subject: Re: [R] eigenvalues of a circulant matrix >> To: r-help@stat.math.ethz.ch >> >> OK,

Re: [R] eigenvalues of a circulant matrix

2005-05-03 Thread Robin Hankin
obe Trotter Sent: Tuesday, 3 May 2005 10:51 AM To: r-help@stat.math.ethz.ch Subject: Re: [R] eigenvalues of a circulant matrix OK, here we go: I am submitting two attachments. The first is the datafile called kinv used to create my circulant matrix, using the following commands: x<-scan("ki

RE: [R] eigenvalues of a circulant matrix

2005-05-03 Thread Mulholland, Tom
m > -Original Message- > From: [EMAIL PROTECTED] > [mailto:[EMAIL PROTECTED] Behalf Of Globe Trotter > Sent: Tuesday, 3 May 2005 10:51 AM > To: r-help@stat.math.ethz.ch > Subject: Re: [R] eigenvalues of a circulant matrix > > > OK, here we go: > > I am sub

Re: Fwd: Re: [R] eigenvalues of a circulant matrix

2005-05-02 Thread Janusz Kawczak
3 >-2.25364E-03 -1.17145E-03 -2.24634E-03 -1.16863E-03 -2.24284E-03 > > Thanks! > > > > --- Globe Trotter <[EMAIL PROTECTED]> wrote: > > Date: Mon, 2 May 2005 19:51:24 -0700 (PDT) > > From: Globe Trotter <[EMAIL PROTECTED]> > > Subject:

Fwd: Re: [R] eigenvalues of a circulant matrix

2005-05-02 Thread Globe Trotter
-03 -2.24634E-03 -1.16863E-03 -2.24284E-03 Thanks! --- Globe Trotter <[EMAIL PROTECTED]> wrote: > Date: Mon, 2 May 2005 19:51:24 -0700 (PDT) > From: Globe Trotter <[EMAIL PROTECTED]> > Subject: Re: [R] eigenvalues of a circulant matrix > To: r-help@stat.math.eth

Re: [R] eigenvalues of a circulant matrix

2005-05-02 Thread Globe Trotter
OK, here we go: I am submitting two attachments. The first is the datafile called kinv used to create my circulant matrix, using the following commands: x<-scan("kinv") y<-x[c(109:1,0:108)] X=toeplitz(y) eigen(X) write(X,ncol=216,file="test.dat") reports the following columns full of NaN's: 18,

RE: [R] eigenvalues of a circulant matrix

2005-05-02 Thread Huntsinger, Reid
May 02, 2005 5:28 PM To: r-help@stat.math.ethz.ch Subject: Re: [R] eigenvalues of a circulant matrix On 02-May-05 Ted Harding wrote: > On 02-May-05 Rolf Turner wrote: >> I just Googled around a bit and found definitions of Toeplitz and >> circulant matrices as follows: >>

Re: [R] eigenvalues of a circulant matrix

2005-05-02 Thread Ted Harding
On 02-May-05 Ted Harding wrote: > On 02-May-05 Rolf Turner wrote: >> I just Googled around a bit and found definitions of Toeplitz and >> circulant matrices as follows: >> [...] >> A circulant matrix is an n x n matrix whose rows are composed of >> cyclically shifted versions of a length-n vector.

RE: [R] eigenvalues of a circulant matrix

2005-05-02 Thread Globe Trotter
t; Sent: Monday, May 02, 2005 2:34 PM > To: Huntsinger, Reid; Rolf Turner > Cc: r-help@stat.math.ethz.ch > Subject: RE: [R] eigenvalues of a circulant matrix > > > By the way, I just noticed that eigen(X) returns eigenvectors, at least two > of > which are NaN's. >

RE: [R] eigenvalues of a circulant matrix

2005-05-02 Thread Globe Trotter
scalar multiple of column 2. > > Reid Huntsinger > > Reid Huntsinger > > -Original Message- > From: [EMAIL PROTECTED] > [mailto:[EMAIL PROTECTED] On Behalf Of Huntsinger, Reid > Sent: Monday, May 02, 2005 10:43 AM > To: 'Globe Trotter'; Rolf Turn

Re: [R] eigenvalues of a circulant matrix

2005-05-02 Thread Ted Harding
On 02-May-05 Rolf Turner wrote: > I just Googled around a bit and found definitions of Toeplitz and > circulant matrices as follows: > [...] > A circulant matrix is an n x n matrix whose rows are composed of > cyclically shifted versions of a length-n vector. For example, the > circulant matrix on

RE: [R] eigenvalues of a circulant matrix

2005-05-02 Thread Huntsinger, Reid
untsinger -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Huntsinger, Reid Sent: Monday, May 02, 2005 10:43 AM To: 'Globe Trotter'; Rolf Turner Cc: r-help@stat.math.ethz.ch Subject: RE: [R] eigenvalues of a circulant matrix It's hard to argue

RE: [R] eigenvalues of a circulant matrix

2005-05-02 Thread Globe Trotter
t; From: [EMAIL PROTECTED] > [mailto:[EMAIL PROTECTED] On Behalf Of Globe Trotter > Sent: Monday, May 02, 2005 10:23 AM > To: Rolf Turner > Cc: r-help@stat.math.ethz.ch > Subject: Re: [R] eigenvalues of a circulant matrix > > > > --- Rolf Turner <[EMAIL PROTECTED]>

RE: [R] eigenvalues of a circulant matrix

2005-05-02 Thread Huntsinger, Reid
ehalf Of Globe Trotter Sent: Monday, May 02, 2005 10:23 AM To: Rolf Turner Cc: r-help@stat.math.ethz.ch Subject: Re: [R] eigenvalues of a circulant matrix --- Rolf Turner <[EMAIL PROTECTED]> wrote: > I just Googled around a bit and found definitions of Toeplitz and > circulant ma

Re: [R] eigenvalues of a circulant matrix

2005-05-02 Thread Globe Trotter
--- Rolf Turner <[EMAIL PROTECTED]> wrote: > I just Googled around a bit and found definitions of Toeplitz and > circulant matrices as follows: > > A Toeplitz matrix is any n x n matrix with values constant along each > (top-left to lower-right) diagonal. matrix has the form > > a_0 a_1 .

Re: [R] eigenvalues of a circulant matrix

2005-05-02 Thread Rolf Turner
I just Googled around a bit and found definitions of Toeplitz and circulant matrices as follows: A Toeplitz matrix is any n x n matrix with values constant along each (top-left to lower-right) diagonal. matrix has the form a_0 a_1 . . . . ... a_{n-1} a_{-1} a_0 a_1.

Re: [R] eigenvalues of a circulant matrix

2005-05-02 Thread Janusz Kawczak
Again, what's your "kinv"? On Mon, 2 May 2005, Globe Trotter wrote: > OK, lets redo this again, and ensure that we start with a row that will indeed > lead to a symmetric matrix for the circulant matrix: > > x<-scan("kinv") > y<-x[c(109:1,2:108)] > > X=toeplitz(y) > Z=y > for (i in 2:216) Z=rbind

Re: [R] eigenvalues of a circulant matrix

2005-05-02 Thread Globe Trotter
OK, lets redo this again, and ensure that we start with a row that will indeed lead to a symmetric matrix for the circulant matrix: x<-scan("kinv") y<-x[c(109:1,2:108)] X=toeplitz(y) Z=y for (i in 2:216) Z=rbind(Z,y[c((216-i+2):216,1:(216-i+1))]) range(X-Z) [1] 0 0 eigen(X) is the same as eigen

Re: [R] eigenvalues of a circulant matrix

2005-05-02 Thread Globe Trotter
Dear Professor Ripley: Lets do this professionally, shall we? --- Prof Brian Ripley <[EMAIL PROTECTED]> wrote: > On Sun, 1 May 2005, someone who didn't give his name wrote: > > > It is my understanding that the eigenvectors of a circulant matrix are > > given as follows: > > > > 1,omega,omega^2

Re: [R] eigenvalues of a circulant matrix

2005-05-01 Thread Prof Brian Ripley
On Sun, 1 May 2005, someone who didn't give his name wrote: It is my understanding that the eigenvectors of a circulant matrix are given as follows: 1,omega,omega^2,,omega^{p-1} where the matrix has dimension given by p x p and omega is one of p complex roots of unity. (See Bellman for an exc

[R] eigenvalues of a circulant matrix

2005-05-01 Thread Globe Trotter
Hi, It is my understanding that the eigenvectors of a circulant matrix are given as follows: 1,omega,omega^2,,omega^{p-1} where the matrix has dimension given by p x p and omega is one of p complex roots of unity. (See Bellman for an excellent discussion on this). The matrix created by th