| Library: | xplore |
| See also: | eigsm sort |
| Quantlet: | eigensm | |
| Description: | Computes the eigenvalues and eigenvectors of symmetric matrices and arrays and sorts them by their eigenvalues in descending order. |
| Usage: | y = eigensm (x) | |
| Input: | ||
| x | p x p x d1 x d2 x ... x dn array of user-defined data for which the eigenvectors and eigenvalues should be computed. Note that x must be a symmetric matrix or an array of symmetric matrices. | |
| Output: | ||
| y.values | p x 1 x d1 x d2 x ... x dn array containing the eigenvalues of the supplied matrices in descending order. | |
| y.vectors | p x p x d1 x d2 x ... x dn array containing the normalized eigenvectors of the supplied matrices. | |
library("xplore")
x=#(1,3)~#(3,1)
y=eigensm(x)
y
Contents of y.values [1,] 4 [2,] -2 Contents of y.vectors [1,] 0.70711 0.70711 [2,] 0.70711 -0.70711