It does for real-symmetric and complex Hermitian matrices, i.e. the $u and $v from svd() are the same as $vectors from eigen() for Hermitian matrices. There might be differences in signs, but that does not matter. Of course the singular values and eigenvalues are identical too.
Ravi. -----Original Message----- From: [email protected] [mailto:[email protected]] On Behalf Of Peng, C Sent: Wednesday, September 22, 2010 9:13 AM To: [email protected] Subject: Re: [R] eigen and svd svd() does not return eigeinvectors! -- View this message in context: http://r.789695.n4.nabble.com/eigen-and-svd-tp2550210p2550257.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ [email protected] 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. ______________________________________________ [email protected] 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.
