[R] R crashes during 'eigen'

Simon Wood sw283 at maths.bath.ac.uk
Wed Mar 29 17:14:14 CEST 2006


> It looks like there might be a bug in the symmetry detection routine of
> eigen.   When I do
>
> eigen(M, symmetric=FALSE)
>
> it works fine.
- but the matrix is symmetric, which seems to be correctly detected
(since eigen() hangs whether symmetric=TRUE is supplied or not).

> Eigenvalues (after omitting their imaginary parts, which
> are essentially zeros) are the same as the ones obtained with EISPACK to
> within a small multiple of machine epsilon.
>
> However, the eigenvector matrices seem different !  This happens on
> R-2.2.1-patched and R-2.3.0 (both compiled from daily snapshots).
- This is OK isn't it? All the non-zero eigenvalues are the same for this
matrix, so the eigenvectors can't be uniquely defined, can they?

best,
Simon

>- Simon Wood, Mathematical Sciences, University of Bath, Bath BA2 7AY
>-             +44 (0)1225 386603         www.maths.bath.ac.uk/~sw283/

>
> Andy
>
> PS.  My system is Windows 2000 on a Xeon CPU.  I use precompiled Pentium 4
> Rblas DLL from CRAN, but the same thing happens with standard Rblas.
>
> __________________________________
> Andy Jaworski
> 518-1-01
> Process Laboratory
> 3M Corporate Research Laboratory
> -----
> E-mail: apjaworski at mmm.com
> Tel:  (651) 733-6092
> Fax:  (651) 736-3122
>
>
>
>              "C.J.Albers"
>              <C.J.Albers at open.
>              ac.uk>                                                     To
>              Sent by:                  <r-help at stat.math.ethz.ch>
>              r-help-bounces at st                                          cc
>              at.math.ethz.ch
>                                                                    Subject
>                                        [R] R crashes during 'eigen'
>              03/28/2006 10:01
>              AM
>
>
>
>
>
>
>
>
> Hi all,
>
> Hi,
>
> When I want to compute the eigenvalues & eigenvectors of a specific
> matrix, R crashes (i.e. it stops responding to any input). I've tried it
> with different versions of R (2.1.1, 2.2.0, 2.2.1) - all with crashing
> as result.
>
> What I did before the crash was:
>
> M <- as.matrix(read.table("thematrix",header=T))
> eigen(M)
>
> If, instead of eigen(M), I use eigen(M, EISPACK=T), R doesn't crash. So,
> I know a workaround my problem, but still don't understand why R
> crashes. Could anyone explain this?
> In case someone wants to download my matrix to see where it goes wrong,
> it can be downloaded from http://mcs.open.ac.uk/cja235/thematrix
> (warning: obviously, R might crash so save your unsaved work first).
>
> thanks,
> Casper Albers
>
>
>              [[alternative HTML version deleted]]
>
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