un...@r-project.org On Behalf Of Martin Maechler
> > Sent: Monday, May 5, 2025 10:50
> > To: smallepsilon smallepsi...@proton.me
> > Cc: r-help@r-project.org; peter dalgaard pda...@gmail.com
> > Subject: Re: [R] non-reproducible eigen() output with MKL
> >
> > &
ject.org; peter dalgaard
> Subject: Re: [R] non-reproducible eigen() output with MKL
>
> >>>>> smallepsilon via R-help
> >>>>> on Sun, 04 May 2025 18:11:57 + writes:
>
> > Peter, The eigenvalues are not identical(), but are
> >
> smallepsilon via R-help
> on Sun, 04 May 2025 18:11:57 + writes:
> Peter, The eigenvalues are not identical(), but are
> all.equal(). When n is 20, the crossproduct is
> (numerically) a diagonal matrix with +-1 on the
> diagonal. When n is 50, this is not the c
Just an FYI that on my system identical(e1,e2) returns TRUE.
Here is the output of sessionInfo() on my system:
> sessionInfo()
R version 4.4.2 (2024-10-31)
Platform: x86_64-pc-linux-gnu
Running under: Ubuntu 22.04.5 LTS
Matrix products: default
BLAS: /usr/lib/x86_64-linux-gnu/openblas-pthread/l
Peter,
The eigenvalues are not identical(), but are all.equal(). When n is 20, the
crossproduct is (numerically) a diagonal matrix with +-1 on the diagonal. When
n is 50, this is not the case, but that could be an issue of nearly identical
eigenvalues.
Is there no way within R to require that
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 differ
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
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