Dear Arnau, In this and a subsequent message, you seem to incorrectly infer that the two equal eigenvalues of the matrix imply that it's singular. The rank of the matrix is equal to the number of *nonzero* eigenvalues, here 3, and so the matrix is nonsingular. That two eigenvalues are equal simply implies that the corresponding eigenvectors span a subspace of dimension 2; the 2 corresponding eigenvectors reported by R are (within rounding error) a basis for this subspace.
I hope this helps, John -------------------------------- John Fox Senator William McMaster Professor of Social Statistics Department of Sociology McMaster University Hamilton, Ontario, Canada http://socserv.mcmaster.ca/jfox > -----Original Message----- > From: r-help-boun...@r-project.org [mailto:r-help-bounces@r- > project.org] On Behalf Of Arnau Mir > Sent: November-14-11 5:53 AM > To: r-help@r-project.org > Subject: [R] How to compute eigenvectors and eigenvalues? > > Hello. > > Consider the following matrix: > > mp <- matrix(c(0,1/4,1/4,3/4,0,1/4,1/4,3/4,1/2),3,3,byrow=T) > > > mp > [,1] [,2] [,3] > [1,] 0.00 0.25 0.25 > [2,] 0.75 0.00 0.25 > [3,] 0.25 0.75 0.50 > > > The eigenvectors of the previous matrix are 1, 0.25 and 0.25 and it is > not a diagonalizable matrix. > > When you try to find the eigenvalues and eigenvectors with R, R > responses: > > > eigen(mp) > > $values > [1] 1.00 -0.25 -0.25 > > $vectors > [,1] [,2] [,3] > [1,] 0.3207501 1.068531e-08 -1.068531e-08 [2,] 0.4490502 -7.071068e-01 > -7.071068e-01 [3,] 0.8339504 7.071068e-01 7.071068e-01 > > The eigenvalues are correct but the eigenvectors aren't. Moreover, if > you try to compute the inverse of the matrix of eigenvectors, R is not > aware that this matrix is singular: > > > > solve(eigen(mp)$vectors) > [,1] [,2] [,3] > [1,] 6.235383e-01 6.235383e-01 6.235383e-01 [2,] 3.743456e+07 - > 9.358641e+06 -9.358640e+06 [3,] -3.743456e+07 9.358640e+06 > 9.358641e+06 > > > My question is: how can I fix it? > > > > Arnau. > > ------------------------------------------------------------ > Arnau Mir Torres > Edifici A. Turmeda > Campus UIB > Ctra. Valldemossa, km. 7,5 > 07122 Palma de Mca. > tel: (+34) 971172987 > fax: (+34) 971173003 > email: arnau....@uib.es > URL: http://dmi.uib.es/~arnau > ------------------------------------------------------------ > > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org 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. ______________________________________________ R-help@r-project.org 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.
