Eigen: Eigen Decomposition of a Square Symmetric Matrix

Description Usage Arguments Value Author(s) See Also Examples

View source: R/Eigen.R

Description

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

Usage

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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

Author(s)

John Fox and Georges Monette

See Also

eigen

SVD

Examples

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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

matlib documentation built on April 4, 2018, 5:03 p.m.