Description Usage Arguments Value Author(s) References
This function gives a solution of the generalized eigensystem problem, see Mardia et al. (1979).
1 | solvebeta(lambda1, lambda2, SSw, SSb)
|
lambda1 |
Real number. |
lambda2 |
Real number. |
SSw |
Matrix semi-definite positive. |
SSb |
Matrix definite positive. |
beta |
Eigenvector of the generalized eigensystem problem |
d |
Eigenvalues of the generalized eigensystem problem |
Karim Oualkacha
Mardia KV, Kent JT, Bibby JM: Multivariate Analysis. London, Academic Press, 1979.
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