Re: [R] eigenvalues of complex matrices

2009-12-01 Thread Ravi Varadhan
: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On Behalf Of David Scherrer Sent: Tuesday, December 01, 2009 11:36 AM To: r-help@r-project.org Subject: [R] eigenvalues of complex matrices Dear all, I want to compute the eigenvalues of a complex matrix for some statistics. Comp

[R] eigenvalues of complex matrices

2009-12-01 Thread David Scherrer
Dear all, I want to compute the eigenvalues of a complex matrix for some statistics. Comparing it to its matlab/octave sibling, I don't get the same eigenvalues in R computing it from the exact same matrix. In R, I used eigen() and arpack() that give different eigenvalues. In matlab/octave I used