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:


[Package svrep version 0.8.0 Index]