Eigen

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Eigen Decomposition of a Square Symmetric Matrix

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

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

a square symmetric 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

Aliases
  • Eigen
Examples
# NOT RUN {
C <- matrix(c(1,2,3,2,5,6,3,6,10), 3, 3) # nonsingular, symmetric
C
EC <- Eigen(C) # eigenanalysis of C
EC$vectors %*% diag(EC$values) %*% t(EC$vectors) # check
# }
Documentation reproduced from package matlib, version 0.9.2, License: GPL (>= 2)

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