Thanks all (particularly to you, Berend) -- I'll push forward with these solutions and integrate them into my code. I did come across geigen while rooting around in the CCA code but its not formally documented (it just says "for internal use" or something along those lines) and as you found out above, it does not produce the same solution as the dggev. It would be nice to have a more complete set of formal packages for doing LA in R (rather than having to hand-write .Fortran calls) but I'll leave that to someone with more expertise in linear algebra than me. Something that perhaps matches the SciPy set of functions (both in terms of input and output):
http://docs.scipy.org/doc/scipy/reference/linalg.html Some of these are already implemented, but clearly not all of them. --j On Sat, Apr 21, 2012 at 1:31 PM, Berend Hasselman <b...@xs4all.nl> wrote: > > On 21-04-2012, at 20:20, peter dalgaard wrote: > > > > >> > >> The eigenvalues are identical upto the printed 9 digits but the > eigenvectors appear to be quite different. > >> Maybe this is what Luke meant. > >> > >> Berend > >> > > > > > > They look quite similar to me: > > > >> ev <- eigen(solve(B,A) )$vectors > >> ge <- geigen(A, B, TRUE , TRUE) > >> ev / ge$vl > > [,1] [,2] [,3] > > [1,] 0.9324603 0.813422 -0.7423694 > > [2,] 0.9324603 0.813422 -0.7423694 > > [3,] 0.9324603 0.813422 -0.7423694 > >> ev / ge$vr > > [,1] [,2] [,3] > > [1,] 0.9324603 0.813422 -0.7423694 > > [2,] 0.9324603 0.813422 -0.7423694 > > [3,] 0.9324603 0.813422 -0.7423694 > > > > (and of course, eigenvectors of any sort are only defined up to a > constant multiplier) > > Correct. I should have checked your way and not optically. > > Berend > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > -- Jonathan A. Greenberg, PhD Assistant Professor Department of Geography and Geographic Information Science University of Illinois at Urbana-Champaign 607 South Mathews Avenue, MC 150 Urbana, IL 61801 Phone: 415-763-5476 AIM: jgrn307, MSN: jgrn...@hotmail.com, Gchat: jgrn307, Skype: jgrn3007 http://www.geog.illinois.edu/people/JonathanGreenberg.html [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
