matlib (version 0.6.0)

eig: Eigen Decomposition of a Square Symmetrix Matrix

Description

eig calculates the eigenvalues and eigenvectors of a square, symmetric matrix using the iterated QR decomposition

Usage

eig(X, tol = sqrt(.Machine$double.eps), max.iter = 100,
  retain.zeroes = TRUE)

Arguments

X

a square symmetrix matrix

tol

tolerance passed to QR

max.iter

maximum number of QR iterations

retain.zeroes

logical; retain 0 eigenvalues?

Value

• a list of two elements: values-- eigenvalues, vectors-- eigenvectors

See Also

eigen SVD

Examples

C <- matrix(c(1,2,3,2,5,6,3,6,10), 3, 3) # nonsingular, symmetric
C
EC <- eig(C) # eigenanalysis of C
EC$vectors %*% diag(EC$values) %*% t(EC$vectors) # check