[Rd] eigen(symmetric=TRUE) for complex matrices
pdalgd at gmail.com
Tue Jun 18 21:49:09 CEST 2013
On Jun 18, 2013, at 21:23 , Berend Hasselman wrote:
> So it seems that the blocked algorithm is the cause of the error and that using the (possibly slow) unblocked algorithm gives the correct result.
The finger seems to be pointing to the internal libRlapack/libRblas. The apparent pattern is that things work when R is linked against external libraries and not when the internal ones are used. So it could be time to start looking for differences between R's lapack module and the original LAPACK code.
Peter Dalgaard, Professor,
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Frederiksberg, Denmark
Email: pd.mes at cbs.dk Priv: PDalgd at gmail.com
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