Compute the eigendecomposition of a matrix
compute_eigen_decomposition(Sigma)
A list object with two named components:
values
: A vector of eigenvalues.
vectors
: A matrix with eigenvectors corresponding to the eigenvalues.
A symmetric matrix
Computes the eigendecomposition of a symmetric matrix,
either using the base R function eigen()
or instead using the 'torch'
package if the user has 'torch' installed and
has set options(svrep.torch_device = "cpu")
or options(svrep.torch_device = "cuda")
.