RE: [R] eigenvalues of a circulant matrix

From: Huntsinger, Reid <reid_huntsinger_at_merck.com>
Date: Wed 04 May 2005 - 00:25:07 EST


How was your R 2.0.1 built? Which Lapack did it link to, and which one does it load? Which BLAS? Is the BLAS threaded? Does it link to the optimized pthreads library? Etc. (I'm not a Fedora Core 3 user so I'm not sure what the default setup is, and of course I don't know if that's what you have.)

As I pointed out in my previous post, in eigen() the matrix is "inspected for symmetry" so symmetric=TRUE is the same as not specifying this at all. You could try symmetric=FALSE...

Reid Huntsinger

-----Original Message-----
From: r-help-bounces@stat.math.ethz.ch
[mailto:r-help-bounces@stat.math.ethz.ch] 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 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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R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Wed May 04 01:10:19 2005

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