JacobiR: The Jacobi Algorithm in Pure R

In isglobal-brge/svdParallel: Parallel implementation of SVD

Description

The Jacobi Algorithm

Usage

JacobiR(x, only.values = FALSE, eps = if (!only.values)
  .Machine$double.eps else sqrt(.Machine$double.eps))

Arguments

x	a real symmetric matrix. Also data frames
only.values	A logical value: Do you want only the eigenvalues?
eps	a small positive error tolerance

Details

Eigenvalues and optionally, eigenvectores of a real symmetric matrix using the classical Jacobi algorithm, (Jacobi, 1854)

Value

a list of two components as for base::eigen

Examples

(V <- crossprod(matrix(1:25, 5)))
JacobiR(V)
identical(Jacobi(V), JacobiR(V))
all.equal(Jacobi(V)$values, base::eigen(V)$values)

isglobal-brge/svdParallel documentation built on June 26, 2019, 9:40 p.m.