On Sun, May 19, 2013 at 5:04 PM, Gabor Grothendieck <ggrothendi...@gmail.com> wrote: > On Sun, May 19, 2013 at 4:57 PM, Gabor Grothendieck > <ggrothendi...@gmail.com> wrote: >> On Sun, May 19, 2013 at 10:33 AM, mary <mary.d...@libero.it> wrote: >>> >>> Sorry in the previuos message I've inverted: I would like generate ... >>> "same eigenvectors and different eigenvalues" >> >> Try this: >> >> m0 <- 5 + matrix(c(.05, -.05, -.05, .05), 2) >> m0.values <- eigen(m0)$values >> with(eigen(matrix(rnorm(4), 2)), vectors %*% diag(m0.values) %*% >> solve(vectors)) > > I think I reversed it too. If that's not it try this: > > m0.vectors <- eigen(m0)$vectors > with(eigen(matrix(rnorm(4), 2)), m0.vectors %*% diag(values) %*% > solve(m0.vectors.0)) >
That did not take into account the positive definite requirement. Try this: m0.vectors <- eigen(m0)$vectors t.m0.vectors <- t(m0.vectors) n <- 3 # no of samples tmp <- apply(rWishart(n, 2, diag(2)), 3, function(w) list(m0.vectors %*% diag(eigen(w)$values) %*% t.m0.vectors)) simplify2array(tmp) The result is a list of matrices. -- Statistics & Software Consulting GKX Group, GKX Associates Inc. tel: 1-877-GKX-GROUP email: ggrothendieck at gmail.com ______________________________________________ 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.
