Hi all,
In my experience, using eigen to solve generalized eigenvalue / eigenvector
problems only gives correct looking eigenvalues while the eigenvectors seem
to be wrong (in comparison to results from MATLAB's 'eig' function for
example).
However, I think it is possible to solve generalized eigenvalue /
eigenvectors problems in R. The way I found that works in my case is to use
the simultaneous diagonalization method which is effectively two
applications of the 'svd' function.
I have used this myself to get results effectively the same (down to 6th
decimal place for example) as those from MATLAB.
Kind regards,
Luke
[[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.
