Displaying 2 results from an estimated 2 matches for "ortogon".
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ortofon
2002 Mar 11
1
Spectral decomposition
Hello all,
I have the square symetric matrix A:
2 1 1
1 2 1
1 1 2
My first question is what is the easiest way to enter this matriz in R?
Second, matrix A has an eigenvalue with multiplicity 2, in this case, how
could I find the two related ortogonal eigenvectors given below by R,
without the help of R, I mean, I want to know how R calculate this
eigenvectors related to the same eigenvalue.
> evalor<-eigen(A)
> evalor
$values
[1] 4 1 1
$vectors
[,1] [,2] [,3]
[1,] 0.5773503 0.8161298 0.02447130
[2,] 0.57735...
2008 Jan 06
0
SVD least squares sub-space projection
Hi all,
A good new year for everybody.
Could somebody help me on a question?
The Singular Value Decomposition of a matrix A gives A = U * D * t(V)
I A is a M X N matrix, U is the left singular matrix (M X N), D is a
diagonal singular values matrix (N X N) and V is the transpose right
singular ortogonal matrix (N X N).
By taking the first l columns of V, with gives a (l X l) matrix, i
know that i than have a sub-space (R^L)of the original (R^M) space. I
know that this sub-space basis is optimal in the least squares sense.
The question is: given one 3-dim space generated by 6 vectors (A is...