[Rd] Reason for difference in singular value decomposition produced by function La.svd (via prcomp)?

Ulrike Grömping groemping at beuth-hochschule.de
Mon Aug 12 10:26:54 CEST 2013


Dear expeRts,

I previously posted this message to R-help and did not get a response, 
therefore I now try here, with a few additional system details added.

I have run some simulations under R 2.15.1 on a Mac (OS X, 10.6.8), and 
I have rerun a sample of them under R 3.0.1 on Windows 7 (and also for 
comparison under R2.14.1 on Windows XP). For most cases, I get exactly 
the same results in all three runs. However, for those cases that depend 
on principal components computed with prcomp, where the particular 
choice of the orthogonalization is arbitrary because of several 
identical singular values, I get different results between the two 
Windows versions on the one hand and the Mac version on the other hand. 
I did not find anything documented about the difference; maybe I didn't 
know where to look. Can someone help me understand the reason?

Best, Ulrike



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