Description Usage Arguments Details Value Note Author(s) References See Also Examples
Compute the inverse of matrix using spectoral decomposition, using eigenvalues and eigen vectors of matrix.
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mtrx |
square matrix to compute the inverse. |
stp |
if stp=T when error happened stop running program, if stp=F, does not stop program but return back Fault object. |
symmetric |
symmetric |
Used for computing eigenvalues, if symmetric=T the matrix is symetric, if symmetric=F the matrix is not symetric.
eiginv
function compute the inverse of matrix using spectoral decomposition
A_{k \times k}=\textbf{P} Λ \textbf{P}'
where
\textbf{P}=[e_1,…,e_k]
Λ=diag(λ_i)
in which λ_i is eigenvalues of matrix A coresponding to eigenvector e_i. Then the inverse is:
A^{-1}=\textbf{P} Λ^{-1} \textbf{P}'
If matrix eigenvalues are not zero return the inverse of matrix, otherwise returns Fault
object with fault number=9, means the matrix is not positive definit.
eiginv
return back error if negative eigen values occured, means singular matrix. But indifinv
raise error if infinite or null values occured. The eigenvalues decomposition is used as eiginv
.
Hossein Riazoshams, Jan 2010. Email: riazihosein@gmail.com URL http://www.riazoshams.com/nlr/
Riazoshams H, Midi H, and Ghilagaber G, 2018,. Robust Nonlinear Regression, with Application using R, Joh Wiley and Sons.
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