[R] eigenvalues of a circulant matrix

Globe Trotter itsme_410 at yahoo.com
Tue May 3 04:51:24 CEST 2005


OK, here we go:

I am submitting two attachments. The first is the datafile called kinv used to
create my circulant matrix, using the following commands:


x<-scan("kinv")
y<-x[c(109:1,0:108)]
X=toeplitz(y)
eigen(X)
write(X,ncol=216,file="test.dat")

reports the following columns full of NaN's: 18, 58, 194, 200. (Note that
eigen(X,symmetric=T) makes no difference and I get the same as above).

The second attachment contains only the eigenvectors obtained on calling a
LAPACK routine directly (from C). The eigenvalues are essentially the same as
that obtained using R. Here, I use the LAPACK-recommended double precision
routine dspevd() routine for symmetric matrices in packed storage format. Note
the absence of the NaN's....I would be happy to send my C programs to whoever
is interested.

I am using 

:~> uname -a
Linux 2.6.11-1.14_FC3 #1 Thu Apr 7 19:23:49 EDT 2005 i686 i686 i386 GNU/Linux

and R.2.0.1.

Many thanks and best wishes!




More information about the R-help mailing list