Re: [R] Help with eigenvectors

From: Ben Bolker <bolker_at_ufl.edu>
Date: Tue, 08 Jul 2008 12:31:26 +0000 (UTC)

Francisco Javier Santos Alamillos <fsantos <at> ujaen.es> writes:

>
> Hi everybody,
>
> I have some problems with the function eigen. I have a square matrix and I
> want to calculate the eigenvalues and eigenvectors. I apply the function
> eigen and I get it, however when I solve the same problem in Statistica
> software, I realise that some eigenvectors are the opposite. How can I get
> the same values?
>
> Thanks in advance
>

  Multiply by -1 :-)
  Seriously, though, the eigenvectors can be multiplied by any constant (if L.M = aL, then (cL).M = a(cL)). (They are usually scaled to have norm 1, i.e. L.L=1.) If you are trying to match something from a previous problem, you can check the sign of one particular variable and adjust the eigenvector appropriately.

  Ben Bolker



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