eigen(x, symmetric=all(x==t(x)), only.values=FALSE) eigen.rs(x, only.values=FALSE) eigen.rg(x, only.values=FALSE)
x
| a matrix whose spectral decomposition is to be computed. |
symmetric
|
if TRUE, the matrix is assumed to be symmetric and
only its lower triangle is used.
|
only.values
|
if TRUE, only the eigenvalues are computed
and returned, otherwise both eigenvalues and eigenvectors are
returned.
|
RS and RG.
The functions eigen.rs and eigen.rg provide
versions of the decomposition for the symmetric and
general cases.
They provide a slight performance advantage by skipping
the symmetry test of eigen.
x is returned
as components of a list.
If the eigenvalues are all real the list contains components;
values, a vector containing the eigenvalues of x and
vectors, a matrix whose columns contain the eigenvectors of x.
If some of the eigenvalues are complex, the list contains additional components;
values.im and vectors.im, which respectively contain
the imaginary parts of the eigenvalues and eigenvectors of x.
svd, qr.