[Rd] eigen(symmetric=TRUE) for complex matrices

Davor Cubranic cubranic at stat.ubc.ca
Tue Jun 18 17:09:36 CEST 2013

On 13-06-18 12:57 AM, peter dalgaard wrote:
>> Coercing A to a complex matrix should make no difference, but makes
>> >eigen() return the wrong answer:
>> >
>>> >>min(eigen(A+0i,T,T)$values)
>> >[1] -0.359347
>>> >>
>> >
>> >This is very, very wrong.
> Yep. I see this also on 10.6/7 (Snow Leopard, Lion)  and 3.0.x, but NOT with a MacPorts build of 2.15.3 that I had lying around.
> So this sits somewhere between Mac builds, R versions, and possibly LAPACK issues. Can anyone reproduce on non-Mac?

It doesn't happen with the CRAN binary of 2.15.3 built for Ubuntu Precise.


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