| PCMPLambdaP_1 {PCMBase} | R Documentation |
Eigen-decomposition of a matrix H
Description
Eigen-decomposition of a matrix H
Usage
PCMPLambdaP_1(H)
Arguments
H |
a numeric matrix |
Details
The function fails with an error message if H is defective, that is, if its matrix of
eigenvectors is computationally singular. The test for singularity is based on the rcond function.
Value
a list with elements as follows:
lambda |
a vector of the eigenvalues of H |
P |
a squared matrix with column vectors, the eigenvectors of H corresponding to the
eigenvalues in |
P_1 |
the inverse matrix of |
.
[Package PCMBase version 1.2.14 Index]