[R] eigen vector sign reversal

[Prof Brian Ripley]

On Tue, 15 Jul 2003, Roger D. Peng wrote:

> I think at version 1.7.0 R started using LAPACK for its eigen/svd 
> routines.  I think using `eigen(x, EISPACK = TRUE)' uses the previous 
> version.

That is true, but using different compilers on the same machine and the 
same version of R may give different signs for the eigenvectors.  The 
moral is, don't rely on the signs of eigenvectors!  (This *is* on the help 
page.)

> Karim Elsawy wrote:
> 
> >I've just installed R 1.7.1 under linux red hat
> >I noticed sign reversal of eigen vectors ,some of them not all, upon
> >using diag function relative to those obtained using R 1.4.1
> >this is gonna miss up lots of my previous scripts
> >I wonder if there is a way to avoid this.

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595