eigen_system: Calculate Eigenvalues and Eigenvectors

View source: R/MCMC_normal.R

eigen_systemR Documentation

Calculate Eigenvalues and Eigenvectors

Description

This helper function returns the eigenvalues in lambda and the left and right eigenvectors in forwards and backwards

Usage

eigen_system(mat)

Arguments

mat

(matrix) a square matrix

Value

a list with three elements:

  • lambda: eigenvalues

  • forwards: left eigenvector

  • backwards: right eigenvector

Examples

mat_T0 <- rbind(c(1-0.01,0.01,0),
               c(0.01,1-0.02,0.01),
               c(0,0.01,1-0.01))
eigen_system(mat_T0)

oHMMed documentation built on May 29, 2024, 2:20 a.m.