On 4/24/2009 10:30 AM, Abelian wrote:
Dear all
I am so glad the R can provide the efficient calculate about
eigenvector and eigenvalue.
However, i have some puzzle about the procedure of eigen.
Fristly, what kind of procedue does the R utilize such that the eigen
are obtained?
For example, A=matrix(c(1,2,4,3),2,2)
we can define the eigenvalue lamda, such as
det | 1-lamda 4 | =0
| 2 3-lamda |
then we can obtain the lamda=5 and -1
however, i am interesting in that how does the R to obatin lamda?
By the way, how does the R also obtain the eigenvector?
The documentation for eigen says,
" By default 'eigen' uses the LAPACK routines DSYEVR, DGEEV, ZHEEV
and ZGEEV whereas 'eigen(EISPACK=TRUE)' provides an interface to
the EISPACK routines 'RS', 'RG', 'CH' and 'CG'. "
So you would need to consult the documentation for those functions
(which is listed in the references) for details.
Duncan Murdoch
Basically, i must to know those definition in the R because i have to
utilize eigenvalue and eigenvector to develope SVD (single value
decomposition) by myself. Furthermore, i want to obtain the bi-plot
about my data.
Although someone suggest that i can obtain those result by R (base),
there are exist some tough problems which is difficult to solve it. My
data is too huge to do it. for example, the size of matrix is
400000*800.
So, i think that i should follow whole steps by myself.
Finally, it is also my serious problem in the R, I have three
estimators which work for the same data.
Moreover, i utilize the biplot to realize those tendency. But i find
that the the tendency of third estimator mirror the other two, the
figures are linked below
http://hopjimmy123.pixnet.net/album/photo/108526615#pictop
i believe that the tendency should have the same way with the other
estimator and the major problem is about the eigenvalue, i hope that
someone can give me some idea or provide me some solution about this
problem.
Sincerely
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and provide commented, minimal, self-contained, reproducible code.
