On 21-04-2012, at 20:20, peter dalgaard wrote: > >> >> The eigenvalues are identical upto the printed 9 digits but the eigenvectors >> appear to be quite different. >> Maybe this is what Luke meant. >> >> Berend >> > > > They look quite similar to me: > >> ev <- eigen(solve(B,A) )$vectors >> ge <- geigen(A, B, TRUE , TRUE) >> ev / ge$vl > [,1] [,2] [,3] > [1,] 0.9324603 0.813422 -0.7423694 > [2,] 0.9324603 0.813422 -0.7423694 > [3,] 0.9324603 0.813422 -0.7423694 >> ev / ge$vr > [,1] [,2] [,3] > [1,] 0.9324603 0.813422 -0.7423694 > [2,] 0.9324603 0.813422 -0.7423694 > [3,] 0.9324603 0.813422 -0.7423694 > > (and of course, eigenvectors of any sort are only defined up to a constant > multiplier)
Correct. I should have checked your way and not optically. Berend ______________________________________________ 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.
