geigen

Find matrices L and M to maximize
tr(L'AM) / sqrt(tr(L'BL) tr(M'CM'))
where A = a p x q matrix, B = p x p symmetric, positive definite
 matrix, B = q x q symmetric positive definite matrix, L = p x s
 matrix, and M = q x s matrix, where s = the number of non-zero
 generalized eigenvalues of A.

array

These functions were developed to support functional data
analysis as described in Ramsay, J. O. and Silverman, B. W.
(2005) Functional Data Analysis. New York: Springer and in
Ramsay, J. O., Hooker, Giles, and Graves, Spencer (2009).
Functional Data Analysis with R and Matlab (Springer).
The package includes data sets and script files working many examples
including all but one of the 76 figures in this latter book. Matlab versions
are available by ftp from
<https://www.psych.mcgill.ca/misc/fda/downloads/FDAfuns/>.

S by Jim Ramsey

Functional Data Analysis

James Ramsay

Giles Hooker

Spencer Graves

geigen function

<dl> <dt>Amat</dt>
<dd>a numeric matrix</dd> <dt>Bmat</dt>
<dd>a symmetric, positive definite matrix with dimension = number of
 rows of A</dd> <dt>Cmat</dt>
<dd>a symmetric, positive definite matrix with dimension = number of
 columns of A</dd></dl>

Arguments

Generalized eigenanalysis — geigen

<dl>

 <dt>Amat</dt>
<dd>a numeric matrix</dd>

 <dt>Bmat</dt>
<dd>a symmetric, positive definite matrix with dimension = number of
 rows of A</dd>

 <dt>Cmat</dt>
<dd>a symmetric, positive definite matrix with dimension = number of
 columns of A</dd>

</dl>

geigen: Generalized eigenanalysis

Description

Usage

Value

Arguments

See Also

Examples