Thanks! Speed is not a concern... Accuracy and stability is the concern.
I am actually using the method to find all the roots of a big polynomial... Want to see whether it's accurate or not... On Wed, Apr 18, 2012 at 11:46 PM, Joshua Wiley <jwiley.ps...@gmail.com>wrote: > Hi Michael, > > There are lots of options, but here is a simple one: > > x <- matrix(rnorm(3000*3000), 3000) > e <- eigen(x) > > only takes a couple minutes on my machine for a 3000 x 3000 matrix. > > Cheers, > > Josh > > On Wed, Apr 18, 2012 at 8:55 PM, Michael <comtech....@gmail.com> wrote: > > Say a matrix of size of thousands? > > > > I am looking for an eigen-value decomposition algo in R to give good > > eigenvalues... > > > > Is that a hopeful thing? > > > > Thank you! > > > > [[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. > > > > -- > Joshua Wiley > Ph.D. Student, Health Psychology > Programmer Analyst II, Statistical Consulting Group > University of California, Los Angeles > https://joshuawiley.com/ > [[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.
