Re: [R] eigenvalues of a circulant matrix

From: Globe Trotter <itsme_410_at_yahoo.com>
Date: Tue 03 May 2005 - 12:51:24 EST


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, 58, 194, 200. (Note that eigen(X,symmetric=T) makes no difference and I get the same as above).

The second attachment contains only the eigenvectors obtained on calling a LAPACK routine directly (from C). The eigenvalues are essentially the same as that obtained using R. Here, I use the LAPACK-recommended double precision routine dspevd() routine for symmetric matrices in packed storage format. Note the absence of the NaN's....I would be happy to send my C programs to whoever is interested.

I am using

:~> uname -a

Linux 2.6.11-1.14_FC3 #1 Thu Apr 7 19:23:49 EDT 2005 i686 i686 i386 GNU/Linux

and R.2.0.1.

Many thanks and best wishes!



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https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Tue May 03 12:56:08 2005

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