geneig: generalized eigenvalue decomposition

View source: R/geneig.R

geneigR Documentation

generalized eigenvalue decomposition

Description

compute generalized eigenvalues and eigenvectors using one of two methods

Usage

geneig(A, B, ncomp = 2, method = c("robust", "sdiag", "lapack"))

Arguments

A

the left hand side matrix

B

the right hand side matrix

ncomp

number of components to return

method

robust or lapack (using geigen package)

ordering

the ordering of the eigenvalues/vectors (LM = largest magnitude first, SM = smallest magnitude first)

Value

geneig instance whcih is a subclass of projector with added slot for eigenvalues called values

Examples


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)
              

bbuchsbaum/discursive documentation built on April 14, 2025, 4:57 p.m.