The source of the codes used *is* documented in ?eigen: please consult the
references there. By default it is the LAPACK routine DSYEVR. From the
comments at the head of that function (in src/modules/lapack/dlapack1.f)
* DSYEVR computes selected eigenvalues and, optionally, eigenvectors
* of a real symmetric matrix T. Eigenvalues and eigenvectors can be
* selected by specifying either a range of values or a range of
* indices for the desired eigenvalues.
* Whenever possible, DSYEVR calls DSTEGR to compute the
* eigenspectrum using Relatively Robust Representations. DSTEGR
* computes eigenvalues by the dqds algorithm, while orthogonal
* eigenvectors are computed from various "good" L D L^T representations
* (also known as Relatively Robust Representations). Gram-Schmidt
* orthogonalization is avoided as far as possible.
* For more details, see "A new O(n^2) algorithm for the symmetric
* tridiagonal eigenvalue/eigenvector problem", by Inderjit Dhillon,
* Computer Science Division Technical Report No. UCB//CSD-97-971,
* UC Berkeley, May 1997.
All of this is readily available in the R sources: so please do your
homework (see the posting guide).
On Wed, 18 Oct 2006, Arun Kumar Saha wrote:
> Dear all R users,
> Can anyone tell me to calculate Eigen value of any real symmetric matrix
> which algorithm R uses? Is it Jacobi method ? If not is it possible to get
> explicit algorithm for calculating it?
> Thanks and regards,
> [[alternative HTML version deleted]]
> [hidden email] mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code.