On 18-06-2013, at 09:57, peter dalgaard <pda...@gmail.com> wrote: > > On Jun 18, 2013, at 03:30 , robin hankin wrote: > >> R-3.0.1 rev 62743, binary downloaded from CRAN just now; macosx 10.8.3 >> >> Hello, >> >> eigen(symmetric=TRUE) behaves strangely when given complex matrices. >> >> >> The following two lines define 'A', a 100x100 (real) symmetric matrix >> which theoretical considerations [Bochner's theorem] show to be positive >> definite: >> >> jj <- matrix(0,100,100) >> A <- exp(-0.1*(row(jj)-col(jj))^2) >> >> >> A's being positive-definite is important to me: >> >> >>> min(eigen(A,T,T)$values) >> [1] 2.521153e-10 >>> >> >> Coercing A to a complex matrix should make no difference, but makes >> eigen() return the wrong answer: >> >>> min(eigen(A+0i,T,T)$values) >> [1] -0.359347 >>> >> >> This is very, very wrong. > > Yep. I see this also on 10.6/7 (Snow Leopard, Lion) and 3.0.x, but NOT with > a MacPorts build of 2.15.3 that I had lying around. > > So this sits somewhere between Mac builds, R versions, and possibly LAPACK > issues. Can anyone reproduce on non-Mac? >
The problem does not occur with the Cran binary of R-3.0.1 Kubuntu 12.04 64-bit. That R uses the system provided Blas (libblas 1.2.30110419) and Lapack 3.3.1; I don't know if these have been patched. I have been able to reproduce the problem on a self compiled version of R-3.0.1 using Rlapack and Rblas on Ubuntu 10.04 64-bit. Berend ______________________________________________ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
