[Rd] La.eigen hangs R when NaN is present (PR#6003)

[Prof Brian Ripley]

>From the NEWS for R-patched:

    o	Non-finite input values to eigen(), La.eigen(), svd() and
	La.svd() are now errors: they often caused infinite
	looping.  (PR#5406, PR#4366, PR#3723: the fix for 3723/4366
	returned a vector of NAs, not a matrix, for the eigenvectors.)

so this is already fixed (and your example works there).

On Mon, 22 Dec 2003 sundard at pdf.com wrote:

> Full_Name: Sundar Dorai-Raj
> Version: 1.8.1
> OS: Windows 2000 Professional
> Submission from: (NULL) (12.64.199.173)
> 
> 
> I discovered this problem when trying to use princomp in package:mva when a
> column in my matrix was all zeros and I set cor = TRUE (thus division by 0).
> Doing so hangs R, never to return. I have to shut down Rterm in the Task Manager
> and lose all work from the current image. I tracked down the problem to using
> La.eigen when the input matrix has one or more NaN. Note that eigen(x, sym =
> TRUE) gives a sensible result without hanging R.

It did give an incorrect result: the eigenvector `matrix' wasn't a matrix.


> > version
>          _              
> platform i386-pc-mingw32
> arch     i386           
> os       mingw32        
> system   i386, mingw32  
> status                  
> major    1              
> minor    8.1            
> year     2003           
> month    11             
> day      21             
> language R              
> >
> > x <- matrix(c(1, 1, 1, 0.5), 2, 2)
> > x[1, 1] <- NaN
> > x
>      [,1] [,2]
> [1,]  NaN  1.0
> [2,]    1  0.5
> > eigen(x, sym = TRUE)
> $values
> [1] NA NA
> 
> $vectors
> [1] NA NA NA NA
> > La.eigen(x, TRUE)
> La.eigen(x, TRUE)
> 
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> 
> 

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595