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

From: Globe Trotter <itsme_410_at_yahoo.com>
Date: Tue 03 May 2005 - 23:29:27 EST

> 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 when (broken) external libraries were used.
>
> So the occurrence of NaNs should lead you to question other aspects of
> your computational environment. If you have such a broken environment,
> calling eigen(EISPACK=TRUE) may be a palliative, but it is better to track
> the problem down.
>

Dear Professor Ripley,

Very interesting! eigen(EISPACK=TRUE) indeed does not return NaN's. So, you think my system is broken? How would anyone figure this out? However, why does my C program work fine, using the same LAPACK? (I must say that LAPACK was broken for a while on Fedora Core 3 -- when it was released, as documented on bugzilla, but a recompile with a fortran option supposedly took care of it.)

Many thanks and best wishes!



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