eigensort {gasper}

Spectral Decomposition of a Symmetric Matrix

Description

eigensort performs the spectral decomposition of a symmetric matrix. The eigenvalues and eigenvectors are sorted in increasing order by eigenvalues.

Usage

eigensort(M)

Arguments

M

Symmetric matrix, either sparse or dense, to be decomposed.

Value

A list containing:

• evalues: A vector of sorted eigenvalues in increasing order.

• evectors: A matrix of corresponding eigenvectors.

Examples

A <- matrix(1, ncol=2, nrow=2)
dec <- eigensort(A)