Displaying 1 result from an estimated 1 matches for "infomatrix_eigen_v_inv".
2008 Mar 05
2
matrix inversion using solve() and matrices containing large/small values
...o that infomatrix =
V D V^(-1) ==> infomatrix^(-1)= V D^(-1) V^(-1) )
in the hope this would deliver better results.)
***********************
> infomatrix_eigen = eigen(infomatrix)
> infomatrix_eigen_D = diag(infomatrix_eigen$values)
> infomatrix_eigen_V = infomatrix_eigen$vectors
> infomatrix_eigen_V_inv = solve(infomatrix_eigen_V)
***********************
however, the matrix product of these are not the same as the infomatrix
itself, only in certain parts:
> infomatrix_eigen_V %*% infomatrix_eigen_D %*% infomatrix_eigen_V_inv
> infomatrix
Therefore, I reckon the inverse of eigendecomposit...