[R] Q: Problems with eigen() vs. svd()

Paul Gilbert pgilbert at bank-banque-canada.ca
Wed May 10 15:28:06 CEST 2000


>The VR-Book "Modern Applied Statistics" (1994) states explicitly that
>eigen() is for symmetric matrices

As I recall, eigen() in Splus did only work for symmetric matrices sometime in
the last millenium. I believe it changed around 1994. I don't think R had
eigen() until around 1996, and I believe it may not have worked with
non-symmetric matrices at first, but that changed very quickly. History buffs
please correct me. I work with time series but I'm not good at remembering
dates.

Paul Gilbert

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