| 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]