The computed Eigen values differ considerably when using the Rccp function compared to the base R function.
Using the small matrix example proposed by Dirk worked fine, but when computing for large (~800x800) matrices the difference in the Eigen values are high.
The computed Eigen values differ considerably when using the Rccp function compared to the base R function. Using the small matrix example proposed by Dirk worked fine, but when computing for large (~800x800) matrices the difference in the Eigen values are high.