eigenV {psvd}R Documentation

Compute the eigenvectors matrix of a square symmetric matrix

Description

This is an internal function which uses a R code to calculate an eidendecomposition of a square symmetric matrix. This function is used in the power method allowing to compute singular values and principal component analysis.

Usage

  eigenV(xmat, wp, itmax, err)

Arguments

xmat

Square symmetric matrix of order d.

wp

Columns orthogonal matrix of size (d,r), r <= d.

itmax

Maximum number of iterations.

err

Tolerance level in the iterative search.

Value

This function returns a data frame containing 2 components

wc

Eigenvectors matrix.

iter

Number of iterations by the power method.

Examples

d <- 3
w <- matrix(rnorm(d*d,0,1), ncol=d)
wp <- mGS(w)
XtX <- matrix(c(3,2,1,2,1,0,1,0,1), ncol=3)
res <- eigenV(XtX, wp, itmax=100, err=1e-8)
t(res$wc) 

[Package psvd version 0.1-0 Index]