JacobiR {JacobiEigen} | R Documentation |
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 |
Details
Eigenvalues and optionally, eigenvectore of a real symmetric matrix using the classical Jacobi algorithm, (Jacobi, 1854)
Value
a list of two components as for base::eigen
Examples
V <- crossprod(matrix(rnorm(25), 5))
JacobiR(V)
identical(Jacobi(V), JacobiR(V))
all.equal(Jacobi(V)$values, base::eigen(V)$values)
[Package JacobiEigen version 0.3-4 Index]