[R] eigenvalues of complex matrices

[Ravi Varadhan]

Hi,

You haven't given us much information.  

You might actually have the same eigenvalues, but don't recognize that due
to possibly different orderings.  Complex numbers do not possess ordering.
Therefore, there is no natural way to report complex eigenvalues.  In R, the
complex eigenvalues are ordered in decreasing order of the absolute value of
"real" part, whereas in Matlab it may be that they are ordered in terms of
the modulus (absolute value) of the complex number.

I have used "arpack" before to obtain the first few dominant eigenvalues,
and the same issue of different "ordering" of eigenvalues also applies
there. 


Ravi.

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Ravi Varadhan, Ph.D.

Assistant Professor, The Center on Aging and Health

Division of Geriatric Medicine and Gerontology 

Johns Hopkins University

Ph: (410) 502-2619

Fax: (410) 614-9625

Email: rvaradhan at jhmi.edu

Webpage:
http://www.jhsph.edu/agingandhealth/People/Faculty_personal_pages/Varadhan.h
tml

 

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-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On
Behalf Of David Scherrer
Sent: Tuesday, December 01, 2009 11:36 AM
To: r-help at r-project.org
Subject: [R] eigenvalues of complex matrices

Dear all,

I want to compute the eigenvalues of a complex matrix for some statistics.
Comparing it to its matlab/octave sibling, I don't get the same eigenvalues
in R computing it from the exact same matrix.

In R, I used eigen() and arpack() that give different eigenvalues. In
matlab/octave I used eig() and eigs() that give out the same eigenvalues but
different to the R ones.
For real matrices, R and matlab/octave are consistent.

Does anybody know what could go on here and how I could get consistent
eigenvalues in R? Since I definitely want to do the analysis in R.

Many thanks,
David

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