How was your R 2.0.1 built? Which Lapack did it link to, and which one does it load? Which BLAS? Is the BLAS threaded? Does it link to the optimized pthreads library? Etc. (I'm not a Fedora Core 3 user so I'm not sure what the default setup is, and of course I don't know if that's what you have.)
As I pointed out in my previous post, in eigen() the matrix is "inspected for symmetry" so symmetric=TRUE is the same as not specifying this at all. You could try symmetric=FALSE... Reid Huntsinger -----Original Message----- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Globe Trotter Sent: Monday, May 02, 2005 10:51 PM To: r-help@stat.math.ethz.ch Subject: Re: [R] eigenvalues of a circulant matrix 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! ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
