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. |
library("xplore") x=#(1,3)~#(3,1) {values,vectors}=eigensm(x)
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 |