[Rd] Reason for difference in singular value decomposition produced by function La.svd (via prcomp)?
groemping at beuth-hochschule.de
Mon Aug 12 10:26:54 CEST 2013
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?
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