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aditi
2011 May 27
1
eigenvalues and correlation matrices
...lts don't indicate any problems, but I thought I'd cross check the
syntax by assessing the eigen values of the following simple 3 x 3
matrix:
row 1) 2,1,1
row 2) 1,3,2
row 3) -1,1,2
The eigenvalues for this matrix are: 1,2 and 4. I have confirmed this
using the following site:
http://www.akiti.ca/Eig3Solv.html
However, when I run my code in R (see below), I get different
answers. What gives?
#test std 3 x 3:
setwd("S:/790/Actuarial/Computing and VBA/R development/
Eigenvalues")
testmatrix<-data.frame(read.csv("threeBythree.csv",header=FALSE))
testmatrix...