freqdom.eigen: Eigendecompose a frequency domain operator at each frequency
In freqdom: Frequency Domain Based Analysis: Dynamic PCA

freqdom.eigen

R Documentation

Eigendecompose a frequency domain operator at each frequency

Gives the eigendecomposition of objects of class freqdom.

freqdom.eigen(F)

`F`	an object of class freqdom. The matrices `F\$operator[,,k]` are required to be square matrices, say d \times d.

This function makes an eigendecomposition for each of the matrices F\$operator[,,k].

Returns a list. The list is containing the following components:

vectors \quad an array containing d matrices. The i-th matrix contains in its k-th row the conjugate transpose eigenvector belonging to the k-th largest eigenvalue of F\$operator[,,i].
values \quad matrix containing in k-th column the eigenvalues of F\$operator[,,k].
freq \quad vector of frequencies defining the object F.