JacobiS {JacobiEigen}

The Jacobi Algorithm using Rcpp with a stagewise rotation protocol

Description

The Classical Jacobi Algorithm with a stagewise protocol

Usage

JacobiS(x, symmetric = TRUE, only.values = FALSE, eps = 0)

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

an error tolerance. 0.0 implies .Machine$double.eps and sqrt(.Machine$double.eps) if only.values = TRUE

Details

Eigenvalues and optionally, eigenvectore, of a real symmetric matrix using the classical Jacobi algorithm, (Jacobi, 1846) using a stagewise rotation protocol

Value

a list of two components as for base::eigen

Examples

V <- crossprod(matrix(runif(40, -1, 1), 8))
JacobiS(V)
all.equal(JacobiS(V)$values, Jacobi(V)$values)
zapsmall(crossprod(JacobiS(V)$vectors, Jacobi(V)$vectors))