On Aug 12, 2013, at 10:26 , Ulrike Grömping wrote: > Dear expeRts, > > I previously posted this message to R-help and did not get a response, > therefore I now try here, with a few additional system details added. > > I have run some simulations under R 2.15.1 on a Mac (OS X, 10.6.8), and I > have rerun a sample of them under R 3.0.1 on Windows 7 (and also for > comparison under R2.14.1 on Windows XP). For most cases, I get exactly the > same results in all three runs. However, for those cases that depend on > principal components computed with prcomp, where the particular choice of the > orthogonalization is arbitrary because of several identical singular values, > I get different results between the two Windows versions on the one hand and > the Mac version on the other hand. I did not find anything documented about > the difference; maybe I didn't know where to look. Can someone help me > understand the reason?
What did you expect? There is nothing in the SVD algorithm to select a solution which satisfies some auxiliary criterion that makes it unique. When the orthogonalization is arbitrary, the particular solution that you get may depend on rounding error and other low-level details of the algorithm. A change of machine/os/compiler/etc. may give you a different result. > > Best, Ulrike > > ______________________________________________ > R-devel@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-devel -- Peter Dalgaard, Professor Center for Statistics, Copenhagen Business School Solbjerg Plads 3, 2000 Frederiksberg, Denmark Phone: (+45)38153501 Email: pd....@cbs.dk Priv: pda...@gmail.com ______________________________________________ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
