eigenCpp {iprior}R Documentation

Eigen decomposition of a matrix in C++.

Description

Returns the eigenvalues and eigenvectors of a matrix X.

Usage

eigenCpp(X)

Arguments

X

A symmetric, positive-definite matrix

Details

A fast implementation of eigen for symmetric, positive-definite matrices. This helps speed up the I-prior EM algorithm.


[Package iprior version 0.7.4 Index]