[R] understanding eigen(): getting non-normalized eigenvectors

Christoph Lehmann lehmann at puk.unibe.ch
Mon Jun 9 23:30:38 CEST 2003


Hi, dear R pros

I try to understand eigen(). I have seen, that eigen() gives the
eigenvectors normalized to unit length.

What shall I do to get the eigenvectors not normalized to unit length?

E.g. take the example:

 A
     
           [,1]       [,2]
  V1  0.7714286 -0.2571429
  V2 -0.4224490  0.1408163

Calculating eigen(A) "by hand" gives the eigenvectors (example from
Backhaus, multivariate analysis):

 0.77143  and 0.25714
-0.42245      0.14082


but even eigen(solve(Derror)%*%Dtreat, symmetric = FALSE, EISPACK =TRUE)
which according to ?eigen should not necessarily give the normalized
eigenvectors give the vectors (such as eigen()):

$vectors
           [,1]      [,2]
[1,]  0.8770963 0.3162278
[2,] -0.4803146 0.9486833


-> how can I replicate the result we get "by hand" (I ask because for
students it is "nice" to see the same results with R as the results
written in textbooks, derived "manually"?

Thanks a lot
Christoph

-- 
Christoph Lehmann <lehmann at puk.unibe.ch>
University Hospital of Clinical Psychiatry




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