Here is the example. Pehaps others could check on other platforms. It is
only the first eigenvalue that is different. I am relatively sure the
old values are correct, since I compare with an alternate calculation
using the expansion of a polynomial determinant.
z <- t(matrix(c(
0, 0, 0, 0, 0, 0, 0, 0, 0, -0.0064083373167516857,
-0.14786612501440565826, 0.368411802235074137,
0, 0, 0, 0, 0, 0, 0, 0, 0, 0.0568624483195125444,
0.08575928008564302762, -0.101993668348446601,
0, 0, 0, 0, 0, 0, 0, 0, 0, 0.0039684327579889069,
-0.00002857482925046247, 0.202241897806646448,
1, 0, 0, 0, 0, 0, 0, 0, 0, -0.0222834092601282285,
-0.09126708346036176145, 0.644249961695308682,
0, 1, 0, 0, 0, 0, 0, 0, 0, -0.0032676036920228878,
0.16985862929849462888, 0.057282326361118636,
0, 0, 1, 0, 0, 0, 0, 0, 0, 0.0148488735227452068,
-0.06175528918915401677, 0.109566197834008949,
0, 0, 0, 1, 0, 0, 0, 0, 0, -0.0392756265125193960,
0.04921079262665441212, 0.078176878215115805,
0, 0, 0, 0, 1, 0, 0, 0, 0, -0.0013937451966661973,
0.02009823693764142133, -0.207228935136287512,
0, 0, 0, 0, 0, 1, 0, 0, 0, 0.0273358858605219357,
0.03830466468488327725, 0.224426004034737836,
0, 0, 0, 0, 0, 0, 1, 0, 0, -0.1456426235151105919,
0.28688029213315069388, 0.326933845656016908,
0, 0, 0, 0, 0, 0, 0, 1, 0, 0.0164670122082246559,
-0.21966261349875662590, 0.036404179329694988,
0, 0, 0, 0, 0, 0, 0, 0, 1, 0.0146156940584119890,
0.07505490943478997090, 0.077660578370038813
), 12, 12))
R-2.5.0 gives
> eigen(z, symmetric = FALSE, only.values = TRUE)$values
[1] 0.8465266+0.0000000i -0.0280087+0.6244992i -0.0280087-0.6244992i
[4] -0.2908409+0.5522274i -0.2908409-0.5522274i -0.6228929+0.0000000i
[7] 0.6177419+0.0000000i -0.5604582+0.1958709i -0.5604582-0.1958709i
[10] 0.1458799+0.4909300i 0.1458799-0.4909300i 0.3378356+0.0000000i
R-2.4.1 and many, many previous versions gave
> eigen(z, symmetric = FALSE, only.values = TRUE)$values
[1] 0.8794798+0.0000000i -0.0280087+0.6244992i -0.0280087-0.6244992i
[4] -0.2908409+0.5522274i -0.2908409-0.5522274i -0.6228929+0.0000000i
[7] -0.5604582+0.1958709i -0.5604582-0.1958709i 0.5847887+0.0000000i
[10] 0.1458799+0.4909300i 0.1458799-0.4909300i 0.3378356+0.0000000i
Sys.info()
sysname release
"Linux" "2.4.21-40.ELsmp"
version nodename
"#1 SMP Thu Feb 2 22:13:55 EST 2006" "mfa04559"
machine
"x86_64"
Paul Gilbert
Prof Brian Ripley wrote:
> We are only aware of better behaviour from LAPACK 3.1 (which is what I
> suppose you are talking about, that is R compiled with its internal
> LAPACK).
>
> But in at least one case that means finding a complex set of
> eigenvalues where previously a real one was found.
>
> On Tue, 10 Apr 2007, Paul Gilbert wrote:
>
>> I am having some trouble with a case where eigen in R-beta gives a
>> different largest value than in previous versions of R. Other values
>> seem to be the same. Before I spend too much time, is anyone aware of a
>> problem (symmetric = FALSE, only.values = TRUE).
>>
>> Paul Gilbert
>> ====================================================================================
>>
>>
>>
>> La version française suit le texte anglais.
>>
>> ------------------------------------------------------------------------------------
>>
>>
>>
>> This email may contain privileged and/or confidential
>> inform...{{dropped}}
>>
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>> R-devel@r-project.org mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-devel
>>
>
====================================================================================
La version française suit le texte anglais.
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