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2011 May 27
1
eigenvalues and correlation matrices
...39;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 #check that...