The source of the codes used *is* documented in ?eigen: please consult the references there. By default it is the LAPACK routine DSYEVR. From the comments at the head of that function (in src/modules/lapack/dlapack1.f)
* DSYEVR computes selected eigenvalues and, optionally, eigenvectors * of a real symmetric matrix T. Eigenvalues and eigenvectors can be * selected by specifying either a range of values or a range of * indices for the desired eigenvalues. * * Whenever possible, DSYEVR calls DSTEGR to compute the * eigenspectrum using Relatively Robust Representations. DSTEGR * computes eigenvalues by the dqds algorithm, while orthogonal * eigenvectors are computed from various "good" L D L^T representations * (also known as Relatively Robust Representations). Gram-Schmidt * orthogonalization is avoided as far as possible. * For more details, see "A new O(n^2) algorithm for the symmetric * tridiagonal eigenvalue/eigenvector problem", by Inderjit Dhillon, * Computer Science Division Technical Report No. UCB//CSD-97-971, * UC Berkeley, May 1997. All of this is readily available in the R sources: so please do your homework (see the posting guide). On Wed, 18 Oct 2006, Arun Kumar Saha wrote: > Dear all R users, > > Can anyone tell me to calculate Eigen value of any real symmetric matrix > which algorithm R uses? Is it Jacobi method ? If not is it possible to get > explicit algorithm for calculating it? > > Thanks and regards, > Arun > > [[alternative HTML version deleted]] > > ______________________________________________ > [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. -- Brian D. Ripley, [EMAIL PROTECTED] Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595 ______________________________________________ [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.
