TITLE(eigen @@ Spectral Decomposition of a Matrix)
USAGE(
eigen(x, symmetric, only.values=FALSE)
)
ALIAS(eigen)
ARGUMENTS(
ARG(x @@ a matrix whose spectral decomposition is to be computed.)
ARG(symmetric @@ if LANG(TRUE), the matrix is assumed to be symmetric
(or Hermitian if complex) and only its lower triangle is used.
If LANG(symmetric) is not specified, the matrix is inspected for symmetry.)
ARG(only.values @@ if LANG(TRUE), only the eigenvalues are computed
and returned, otherwise both eigenvalues and eigenvectors are
returned.)
)
DESCRIPTION(
This function provides an interface to the EISPACK routines
LANG(RS), LANG(RG), LANG(CH) and LANG(CG).
)
VALUES(
The spectral decomposition of LANG(x) is returned
as components of a list. @@
ARG(values @@ a vector containing the eigenvalues of LANG(x).)
ARG(vectors @@ a matrix whose columns contain the eigenvectors of LANG(x).)
)
REFERENCES(
Smith, B. T, J. M. Boyle, J. J. Dongarra, B. S. Garbow, Y. Ikebe,
V. Klema, C. B. Moler (1976).
ITALIC(Matrix Eigensystems Routines - EISPACK Guide).
Springer-Verlag Lecture Notes in Computer Science.
)
SEEALSO(
LANG(LINK(svd)), LANG(LINK(qr)).
)
