compute_eigen_decomposition {svrep} | R Documentation |
Compute the eigendecomposition of a matrix
Description
Compute the eigendecomposition of a matrix
Usage
compute_eigen_decomposition(Sigma)
Arguments
Sigma |
A symmetric matrix |
Details
Computes the eigendecomposition of a symmetric matrix,
either using the base R function eigen()
or instead using the 'torch'
package if the user has 'torch' installed and
has set options(svrep.torch_device = "cpu")
or options(svrep.torch_device = "cuda")
.
Value
A list object with two named components:
-
values
: A vector of eigenvalues. -
vectors
: A matrix with eigenvectors corresponding to the eigenvalues.
[Package svrep version 0.8.0 Index]