Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Library: xplore
See also: eigsm sort

Quantlet: eigensm
Description: Computes the eigenvalues and eigenvectors of symmetric matrices and sorts by the eigenvalues in descending order.

Usage: y = eigensm (x)
Input:
x array, p x p x d1 x d2 x ... x dn, symmetric in each layer.
Output:
y.values array, p x 1 x d1 x d2 x ... x dn, the eigenvalues.
y.vectors array, p x p x d1 x d2 x ... x dn, the normalized eigenvectors.

Note:

Example:

library("xplore")

x=#(1,3)~#(3,1) 

{values,vectors}=eigensm(x) 

Result:

Contents of values

[1,]     4

[2,]    -2 

Contents of vectors

[1,] 0.70711  0.70711 

[2,] 0.70711 -0.70711


Library: xplore
See also: eigsm sort

Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Author: Marlene Mueller, 971110
(C) MD*TECH Method and Data Technologies, 21.9.2000