geneig | R Documentation |
compute generalized eigenvalues and eigenvectors using one of two methods
geneig(A, B, ncomp = 2, method = c("robust", "sdiag", "lapack"))
A |
the left hand side matrix |
B |
the right hand side matrix |
ncomp |
number of components to return |
method |
robust or lapack (using |
ordering |
the ordering of the eigenvalues/vectors (LM = largest magnitude first, SM = smallest magnitude first) |
geneig
instance whcih is a subclass of projector
with added slot for eigenvalues called values
A <- matrix(c(14, 10, 12,
10, 12, 13,
12, 13, 14), nrow=3, byrow=TRUE)
B <- matrix(c(48, 17, 26,
17, 33, 32,
26, 32, 34), nrow=3, byrow=TRUE)
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