JacobiEigen (version 0.3-4)

JacobiR: The Jacobi Algorithm in Pure R

Description

The Jacobi Algorithm

Usage

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

Arguments

x

a real symmetric matrix

symmetric

a logical value. Is the matrix symmetric? (Only symmetric matrices are allowed.)

only.values

A logical value: Do you want only the eigenvalues?

eps

a small positive error tolerance

Value

a list of two components as for base::eigen

Details

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

Examples

# NOT RUN {
V <- crossprod(matrix(rnorm(25), 5))
JacobiR(V)
identical(Jacobi(V), JacobiR(V))
all.equal(Jacobi(V)$values, base::eigen(V)$values)
# }