Have you looked more closely at the differences? Eigenvectors are only determined up to a sign change, so different platforms often give results that differ by sign. If you use a multitasking numerical library, the same can happen within platform because the exact sequence of computations differs between calls.
You could check a) that e1$values and e2$values are the same b) that the crossprod(e1$vectors, e2$vectors) is a diagonal matrix with 1 or -1 in the diagonal. (This might fail if you have eigenvalues that are almost identical, though.) -pd > On 4 May 2025, at 17.57, smallepsilon via R-help <r-help@r-project.org> wrote: > > I am using MKL with R 4.5.0 on Linux, and eigen() is producing different > results with identical calls. Specifically, when I run the code below, I get > "FALSE" from identical(). Just in case it had something to do with a random > number generator, I put identical set.seed() calls immediately before each > eigen() call, but that did not help. Has anyone seen this behavior before? > > (When n is 5, the identical() call almost always returns "TRUE". As n > increases, the proportion of FALSE results increases, and it is nearly always > FALSE when n is 50.) > > Jesse > > *** > > n <- 50 > set.seed(20250504) > Sigma <- rWishart(1, df = n, Sigma = diag(n))[,,1] > e1 <- eigen(Sigma) > e2 <- eigen(Sigma) > identical(e1, e2) > > ______________________________________________ > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide https://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. -- Peter Dalgaard, Professor, Center for Statistics, Copenhagen Business SchoolSolbjerg Plads 3, 2000 Frederiksberg, Denmark Phone: (+45)38153501 Office: A 4.23 Email: pd....@cbs.dk Priv: pda...@gmail.com ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide https://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
