gsep: Generalized Symmetric Eigenvalue Problem (GSEP) Solver

Description Usage Arguments Value

View source: R/lda.R

Description

Finds the first nz eigenvalues/-vectors of the generalized eigenvalue problem A v = λ B v, where A and B are assumed to be symmetric.

Usage

1
gsep(A, B, nz = nrow(A))

Arguments

A

n-by-n matrix A.

B

n-by-n matrix B.

nz

integer indicating the number of eigenvalues /-vectors to obtain. Defaults to n.

Value

A list with two elements. $d contains the eignavalues in decreasing order. $v contains the corresponding eigenvectors.


ArtemSokolov/linproj documentation built on May 7, 2019, 1:22 p.m.