Re: [Rd] eigen(symmetric=TRUE) for complex matrices

2013-06-18 Thread peter dalgaard
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 theo

Re: [Rd] eigen(symmetric=TRUE) for complex matrices

2013-06-18 Thread peter dalgaard
On some further digging, on the Lion machine, the problem seems absent from builds against the veclib framework. I strongly suspect that the issue is the same as PR#14964, which also affects Hermitian matrices of dimension 33x33 and above. At smaller dimensions, a curious effect is visible: >

Re: [Rd] eigen(symmetric=TRUE) for complex matrices

2013-06-18 Thread Davor Cubranic
On 13-06-18 12:57 AM, peter dalgaard wrote: 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

Re: [Rd] eigen(symmetric=TRUE) for complex matrices

2013-06-18 Thread Berend Hasselman
On 18-06-2013, at 09:57, peter dalgaard 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

Re: [Rd] eigen(symmetric=TRUE) for complex matrices

2013-06-18 Thread Simone Giannerini
1. OpenSuse 12.1 R compiled against ACML 5.3.1 > sessionInfo() R version 3.0.1 RC (2013-05-08 r62723) Platform: x86_64-unknown-linux-gnu (64-bit) > A <- exp(-0.1*(row(jj)-col(jj))^2) > min(eigen(A,T,T)$values) [1] 2.521151e-10 > min(eigen(A+0i,T,T)$values) [1] 2.

Re: [Rd] eigen(symmetric=TRUE) for complex matrices

2013-06-18 Thread Berend Hasselman
On 18-06-2013, at 13:23, peter dalgaard wrote: > On some further digging, on the Lion machine, the problem seems absent from > builds against the veclib framework. I strongly suspect that the issue is the > same as PR#14964, which also affects Hermitian matrices of dimension 33x33 > and above

Re: [Rd] eigen(symmetric=TRUE) for complex matrices

2013-06-18 Thread peter dalgaard
On Jun 18, 2013, at 21:23 , Berend Hasselman wrote: > > So it seems that the blocked algorithm is the cause of the error and that > using the (possibly slow) unblocked algorithm gives the correct result. Thanks Berend, The finger seems to be pointing to the internal libRlapack/libRblas. The