Eigen

<code>Eigen</code> calculates the eigenvalues and eigenvectors of a square, symmetric matrix using the iterated QR decomposition

A collection of matrix functions for teaching and learning matrix
linear algebra as used in multivariate statistical methods. These functions are
mainly for tutorial purposes in learning matrix algebra ideas using R. In some
cases, functions are provided for concepts available elsewhere in R, but where
the function call or name is not obvious. In other cases, functions are provided
to show or demonstrate an algorithm. In addition, a collection of functions are
provided for drawing vector diagrams in 2D and 3D.

Michael Friendly

matlib

Matrix Functions for Teaching and Learning Linear Algebra and
Multivariate Statistics

John Fox

Phil Chalmers

Georges Monette

Gaston Sanchez

Eigen function

<dl><dt>X</dt>
<dd>a square symmetric matrix</dd>
<dt>tol</dt>
<dd>tolerance passed to <code>QR</code></dd>
<dt>max.iter</dt>
<dd>maximum number of QR iterations</dd>
<dt>retain.zeroes</dt>
<dd>logical; retain 0 eigenvalues?</dd></dl>

Arguments

Author

Eigen Decomposition of a Square Symmetric Matrix — Eigen

<dl>

<dt>X</dt>
<dd>a square symmetric matrix</dd>


<dt>tol</dt>
<dd>tolerance passed to <code>QR</code></dd>


<dt>max.iter</dt>
<dd>maximum number of QR iterations</dd>


<dt>retain.zeroes</dt>
<dd>logical; retain 0 eigenvalues?</dd>

</dl>

Eigen: Eigen Decomposition of a Square Symmetric Matrix

Description

Usage

Value

Arguments

Author

See Also

Examples