OK, here we go:
I am submitting two attachments. The first is the datafile called kinv used to
create my circulant matrix, using the following commands:
x<-scan("kinv")
y<-x[c(109:1,0:108)]
X=toeplitz(y)
eigen(X)
write(X,ncol=216,file="test.dat")
reports the following columns full of NaN's: 18, 58, 194, 200. (Note that
eigen(X,symmetric=T) makes no difference and I get the same as above).
The second attachment contains only the eigenvectors obtained on calling a
LAPACK routine directly (from C). The eigenvalues are essentially the same as
that obtained using R. Here, I use the LAPACK-recommended double precision
routine dspevd() routine for symmetric matrices in packed storage format. Note
the absence of the NaN's....I would be happy to send my C programs to whoever
is interested.
I am using
:~> uname -a
Linux 2.6.11-1.14_FC3 #1 Thu Apr 7 19:23:49 EDT 2005 i686 i686 i386 GNU/Linux
and R.2.0.1.
Many thanks and best wishes!
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