[R] spectral-decomposition

[Thomas Lumley]

On Mon, 22 Jan 2001, Simon Wood wrote:

> > I try to make the spectral decomposition
> > for the following matrix by utilising the
> > function eigen.
> > 
> >   0.4015427  0.08903581 -0.2304132
> >   0.08903581 1.60844812  0.9061157
> > -0.23041322 0.9061157   2.9692562
> > 
> > When checking the result I was not able
> > to produce the original matrix by using
> > the decomposition. It also appears that
> > the product T'T, where T is a matrix of
> > eigenvectors, is not an identity matrix.
> 
> - I think that a couple of people have reported problems with eigen, that
> were actually traceable to their BLAS, but I can't now find the messages
> in the archive, so I may be mis-remembering.
> 


There was a problem at one time with AIX systems, apparently due to
C/Fortran compatibility issues.  I think it has been resolved, though we
have only tested a few C/Fortran compiler combinations.

	-thomas

Thomas Lumley			Asst. Professor, Biostatistics
tlumley at u.washington.edu	University of Washington, Seattle

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