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

[peter dalgaard]

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.

Thanks Berend,

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.

-pd 

-- 
Peter Dalgaard, Professor,
Center for Statistics, Copenhagen Business School
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