[R] svd and eigen

Stephane Dray dray at biomserv.univ-lyon1.fr
Thu Sep 6 14:04:01 CEST 2001


Hello List,
i need help for eigen and svd functions. I have a non-symmetric 
square matrix. These matrix is not positive (some eigenvalues are 
negative). I want to diagonalise these matrix. So, I use svd and 
eigen and i compare the results. eigen give me the "good" eigenvalues 
(positive and negative). I compare with another software and the 
results are the same. BUT, when i use svd, the results are completely 
different (no sign and not the same value). I thought that svd is a 
generalisation of eigen for non-square matrices but apparently, there 
are more differences ?
I 've R1.2.3 on W2000.

Thanks in advance.
-- 
Stéphane DRAY
---------------------------------------------------------------
Biométrie et Biologie évolutive - Equipe "Écologie Statistique"
Universite Lyon 1 - Bat 711 - 69622 Villeurbanne CEDEX - France

Tel : 04 72 43 27 56			   Fax : 04 78 89 27 19
       04 72 43 27 57 	   E-mail : dray at biomserv.univ-lyon1.fr 
---------------------------------------------------------------
ADE-4               http://pbil.univ-lyon1.fr/ADE-4/ADE-4F.html
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