solvebeta: Generalized eigensystem problem

Description Usage Arguments Value Author(s) References

Description

This function gives a solution of the generalized eigensystem problem, see Mardia et al. (1979).

Usage

1
solvebeta(lambda1, lambda2, SSw, SSb)

Arguments

lambda1

Real number.

lambda2

Real number.

SSw

Matrix semi-definite positive.

SSb

Matrix definite positive.

Value

beta

Eigenvector of the generalized eigensystem problem

d

Eigenvalues of the generalized eigensystem problem

Author(s)

Karim Oualkacha

References

Mardia KV, Kent JT, Bibby JM: Multivariate Analysis. London, Academic Press, 1979.


KarimOualkacha/PCH4Pedigees documentation built on May 20, 2019, 8:30 a.m.