Displaying 20 results from an estimated 10000 matches similar to: "?eigen documentation suggestion"
2013 Jun 18
1
eigen(symmetric=TRUE) for complex matrices
R-3.0.1 rev 62743, binary downloaded from CRAN just now; macosx 10.8.3
Hello,
eigen(symmetric=TRUE) behaves strangely when given complex matrices.
The following two lines define 'A', a 100x100 (real) symmetric matrix
which theoretical considerations [Bochner's theorem] show to be positive
definite:
jj <- matrix(0,100,100)
A <- exp(-0.1*(row(jj)-col(jj))^2)
A's being
2011 May 27
1
eigenvalues and correlation matrices
I'm trying to test if a correlation matrix is positive semidefinite.
My understanding is that a matrix is positive semidefinite if it is
Hermitian and all its eigenvalues are positive. The values in my
correlation matrix are real and the layout means that it is symmetric.
This seems to satisfy the Hermitian criterion so I figure that my real
challenge is to check if the eigenvalues are all
2004 Oct 19
3
matrix of eigenvalues
I thought that the function
eigen(A)
will return a matrix with eigenvectors that are independent of each
other (thus forming a base and the matrix being invertible). This
seems not to be the case in the following example
A=matrix(c(1,2,0,1),nrow=2,byrow=T)
eigen(A) ->ev
solve(ev$vectors)
note that I try to get the upper triangular form with eigenvalues on
the diagonal and (possibly) 1 just
2005 May 02
14
eigenvalues of a circulant matrix
Hi,
It is my understanding that the eigenvectors of a circulant matrix are given as
follows:
1,omega,omega^2,....,omega^{p-1}
where the matrix has dimension given by p x p and omega is one of p complex
roots of unity. (See Bellman for an excellent discussion on this).
The matrix created by the attached row and obtained using the following
commands
indicates no imaginary parts for the
2003 Jul 03
2
SVD and spectral decompositions of a hermitian matrix
Hi:
I create a hermitian matrix and then perform its singular value
decomposition. But when I put it back, I don't get the original
hermitian matrix. I am having the same problem with spectral value
decomposition as well.
I am using R 1.7.0 on Windows. Here is my code:
X <- matrix(rnorm(16)+1i*rnorm(16),4)
X <- X + t(X)
X[upper.tri(X)] <- Conj(X[upper.tri(X)])
Y <-
2010 Sep 22
3
eigen and svd
Dear R-helpers,
could anybody explain me briefly what is the difference between
eigenvectors returned by 'eigen' and 'svd' functions and how they are
related?
Thanks in advance
Ondrej Mikula
2010 May 21
2
Data reconstruction following PCA using Eigen function
Hi all,
As a molecular biologist by training, I'm fairly new to R (and statistics!),
and was hoping for some advice. First of all, I'd like to apologise if my
question is more methodological rather than relating to a specific R
function. I've done my best to search both in the forum and elsewhere but
can't seem to find an answer which works in practice.
I am carrying out
2006 Aug 10
3
Geometrical Interpretation of Eigen value and Eigen vector
Dear all,
It is not a R related problem rather than statistical/mathematical. However
I am posting this query hoping that anyone can help me on this matter. My
problem is to get the Geometrical Interpretation of Eigen value and Eigen
vector of any square matrix. Can anyone give me a light on it?
Thanks and regards,
Arun
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2005 Apr 25
1
The eigen function
I'm using R version 2.0.1 on a Windows 2000 operating system. Here is some
actual code I executed:
> test
[,1] [,2]
[1,] 1000 500
[2,] 500 250
> eigen(test, symmetric=T)$values
[1] 1.250000e+03 -3.153033e-15
> eigen(test, symmetric=T)$values[2] >= 0
[1] FALSE
> eigen(test, symmetric=T, only.values=T)$values
[1] 1250 0
> eigen(test, symmetric=T,
2011 Feb 09
2
Generate multivariate normal data with a random correlation matrix
Hi All.
I'd like to generate a sample of n observations from a k dimensional
multivariate normal distribution with a random correlation matrix.
My solution:
The lower (or upper) triangle of the correlation matrix has
n.tri=(d/2)(d+1)-d entries.
Take a uniform sample of n.tri possible correlations (runi(n.tr,-.99,.99)
Populate a triangle of the matrix with the sampled correlations
Mirror the
2011 Dec 13
2
Inverse matrix using eigendecomposition
General goal: Write R code to find the inverse matrix of an nxn positive
definite symmetric matrix. Use solve() to verify your code works.
Started with a 3x3 matrix example to build the code, but something dosen't
seem to be working. I just don't know where I am going wrong.
##Example matrix I found online
A<-c(4,1,-1,1,2,1,-1,1,2)
m<-matrix(A,nrow=3,ncol=3)
##Caculate the eigen
2006 Mar 28
2
R crashes during 'eigen'
Hi all,
Hi,
When I want to compute the eigenvalues & eigenvectors of a specific
matrix, R crashes (i.e. it stops responding to any input). I've tried it
with different versions of R (2.1.1, 2.2.0, 2.2.1) - all with crashing
as result.
What I did before the crash was:
M <- as.matrix(read.table("thematrix",header=T))
eigen(M)
If, instead of eigen(M), I use eigen(M,
2010 Jun 18
1
12th Root of a Square (Transition) Matrix
Dear R-tisans,
I am trying to calculate the 12th root of a transition (square) matrix, but can't seem to obtain an accurate result. I realize that this post is laced with intimations of quantitative finance, but the question is both R-related and broadly mathematical. That said, I'm happy to post this to R-SIG-Finance if I've erred in posting this to the general list.
I've
2006 Jan 18
1
function 'eigen' (PR#8503)
Full_Name: Pierre Legendre
Version: 2.1.1
OS: Mac OSX 10.4.3
Submission from: (NULL) (132.204.120.81)
I am reporting the mis-behaviour of the function 'eigen' in 'base', for the
following input matrix:
A <- matrix(c(2,3,4,-1,3,1,1,-2,0),3,3)
eigen(A)
I obtain the following results, which are incorrect for eigenvalues and
eigenvectors 2 and 3 (incorrect imaginary portions):
2005 May 01
2
eigen() may fail for some symmetric matrices, affects mvrnorm()
Hi all,
Recently our statistics students noticed that their Gibbs samplers were
crashing due to some NaNs in some parameters. The NaNs came from
mvrnorm (Ripley & Venables' MASS package multivariate normal sampling
function) and with some more investigation it turned out that they were
generated by function eigen, the eigenvalue computing function. The
problem did not seem to happen
2008 Jun 18
2
highest eigenvalues of a matrix
DeaR list,
I happily use eigen() to compute the eigenvalues and eigenvectors of
a fairly large matrix (200x200, say), but it seems over-killed as its
rank is limited to typically 2 or 3. I sort of remember being taught
that numerical techniques can find iteratively decreasing eigenvalues
and corresponding orthogonal eigenvectors, which would provide a nice
alternative (once I have the
2013 Jan 31
1
Using eigen() for extracting only few major eigenpairs
Hi everyone,
I am using eigen() to extract the 2 major eigenpairs from a large real
square symmetric matrix. The procedure is already rather efficient, but
becomes somehow slow for real time needs with moderately large matrices
(few thousand lines).
The R implementation statically extracts all eigenvalues (and optionally
associated eigenvectors). I heard about optimizations of the eigen
2000 May 10
4
Q: Problems with eigen() vs. svd()
At 01:37 PM 5/10/00 +0200, ralle wrote:
>Hi,
>I have a problem understanding what is going on with eigen() for
>nonsymmetric matrices.
>Example:
>h<-rnorm(6)
>> dim(h)<-c(2,3)
>> c<-rnorm(6)
"c" is not a great choice of identifier!
>> dim(c)<-c(3,2)
>> Pi<-h %*% c
>> eigen(Pi)$values
>[1] 1.56216542 0.07147773
These could
2009 Nov 25
1
R: Re: R: Re: chol( neg.def.matrix ) WAS: Re: Choleski and Choleski with pivoting of matrix fails
Dear Peter,
thank you very much for your answer.
My problem is that I need to calculate the following quantity:
solve(chol(A)%*%Y)
Y is a 3*3 diagonal matrix and A is a 3*3 matrix. Unfortunately one
eigenvalue of A is negative. I can anyway take the square root of A but when I
multiply it by Y, the imaginary part of the square root of A is dropped, and I
do not get the right answer.
I tried
2006 Oct 18
1
Calculation of Eigen values.
Dear all R users,
Can anyone tell me to calculate Eigen value of any real symmetric matrix
which algorithm R uses? Is it Jacobi method ? If not is it possible to get
explicit algorithm for calculating it?
Thanks and regards,
Arun
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