Displaying 20 results from an estimated 7000 matches similar to: "matrix of eigenvalues"
2011 Nov 14
2
How to compute eigenvectors and eigenvalues?
Hello.
Consider the following matrix:
mp <- matrix(c(0,1/4,1/4,3/4,0,1/4,1/4,3/4,1/2),3,3,byrow=T)
> mp
[,1] [,2] [,3]
[1,] 0.00 0.25 0.25
[2,] 0.75 0.00 0.25
[3,] 0.25 0.75 0.50
The eigenvectors of the previous matrix are 1, 0.25 and 0.25 and it is not a diagonalizable matrix.
When you try to find the eigenvalues and eigenvectors with R, R responses:
> eigen(mp)
$values
[1]
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
2005 Aug 03
3
prcomp eigenvalues
Hello,
Can you get eigenvalues in addition to eigevectors using prcomp? If so how?
I am unable to use princomp due to small sample sizes.
Thank you in advance for your help!
Rebecca Young
--
Rebecca Young
Graduate Student
Ecology & Evolutionary Biology, Badyaev Lab
University of Arizona
1041 E Lowell
Tucson, AZ 85721-0088
Office: 425BSW
rlyoung at email.arizona.edu
(520) 621-4005
2007 Nov 29
1
?eigen documentation suggestion
from ?eigen
symmetric: if 'TRUE', the matrix is assumed to be symmetric (or
Hermitian if complex) and only its lower triangle is used. If
'symmetric' is not specified, the matrix is inspected for
symmetry.
I think that could mislead a naive reader as it suggests that, with symmetric=TRUE,
the result of eigen() (vectors and values) depends only on
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
2008 Jun 03
3
matlab eigs function in R
Hello
Does anybody know how one can compute d largest eigenvalues/eigenvectors in
R, like in MATLAB eigs function ? eigen function computes all
eigenvectors/eigenvalues, and they are slightly different than those
generated by matlab eigs.
Thanks in advance
--
View this message in context: http://www.nabble.com/matlab-eigs-function-in-R-tp17619641p17619641.html
Sent from the R help mailing list
2004 Apr 15
5
Solving Matrices
On April 15th, Elizabeth wrote:
<snip>
> In execises 39-42, determine if the columns of the matrix span
> R4:
<snip>
>(or x <- matrix(data=c(7, -5, 6, -7, 2, -3, 10, 9, -5,
> 4, -2, 2, 8, -9, 7, 15), nrow=4, ncol=4)
>
>That is the whole of the question <snip>
Have you tried det(x) and/or eigen(x) ?
A zero determinant (within
2012 Apr 19
3
Solve an ordinary or generalized eigenvalue problem in R?
Folks:
I'm trying to port some code from python over to R, and I'm running into a
wall finding R code that can solve a generalized eigenvalue problem
following this function model:
http://docs.scipy.org/doc/scipy/reference/generated/scipy.linalg.eig.html
Any ideas? I don't want to call python from within R for various reasons,
I'd prefer a "native" R solution if one
2012 Apr 27
2
find the eigenvector corresponding to the largest eigenvalue
Hi,
If I use the eigen() function to find the eigenvalues of a matrix, how can I find the eigenvector corresponding to the largest eigen value?
Thanks!
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2005 May 03
2
Fwd: Re: eigenvalues of a circulant matrix
Looks like the files did not go through again. In any case, here is the kinv:
please cut and paste and save to a file:
-1.16801E-03 -2.24310E-03 -1.16864E-03 -2.24634E-03 -1.17143E-03
-2.25358E-03 -1.17589E-03 -2.26484E-03 -1.18271E-03 -2.27983E-03
-1.19124E-03 -2.29896E-03 -1.20164E-03 -2.32206E-03 -1.21442E-03
-2.34911E-03 -1.22939E-03 -2.38073E-03
1997 May 18
2
R-alpha: Eigenvalue Computation Query
I have been looking at the "eigen" function and have reintroduced the
ability to compute (right) eigenvalues and vectors for non-symmetric
matrices. I've also made "eigen" complex capable.
The code is based on the eispack entry points RS, RG, CH, CG (which is
what S appears to use too). The problem with both the S and R
implementations is that they consume huge amounts
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):
2010 Jan 11
3
Eigenvectors and values in R and SAS
Hi,
I was wondering if function eigen() does something different from the
function call eigen() in SAS.
I'm in the process of translating a SAS code into a R code and the values of
the eigenvectors and eigenvalues of a square matrix came out to be different
from the values in SAS.
I would also appreciate it if someone can explain the difference in simple
terms. I'm pretty new to both
2010 Jun 25
2
Forcing scalar multiplication.
I am trying to check the results from an Eigen decomposition and I need to force a scalar multiplication. The fundamental equation is: Ax = lx. Where 'l' is the eigen value and x is the eigen vector corresponding to the eigenvalue. 'R' returns the eigenvalues as a vector (e <- eigen(A); e$values). So in order to 'check' the result I would multiply the eigenvalues
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,
2002 Nov 05
2
eigenvectors order
Hi,
How the eigenvectors output by the eigen() function are ordered. The
first column corresponds to the largest eigenvalue? or is the last
column as in Octave?
I'm performing a spatial-temporal analysis of some climatic variables
so my matrices are MxN (locations*time)and I'm looking for the leading
EOF's. As I have understand the eigenvectors columns represent those
EOF's
2004 Apr 07
1
eigenvalues for a sparse matrix
Hi,
I have the following problem. It has two parts.
1. I need to calculate the stationary probabilities of a Markov chain,
eg if the transition matrix is P, I need x such that
xP = x
in other words, the left eigenvectors of P which have an eigenvalue of
one.
Currently I am using eigen(t(P)) and then pick out the vectors I need.
However, this seems to be an overkill (I only need a single
2013 May 19
1
Generate positive definite matrix with constraints
Hi, I have a question for my simulation problem:
I would like to generate a positive (or semi def positive) covariance
matrix, non singular, in wich the spectral decomposition returns me the same
values for all dimensions but differs only in eigenvectors.
Ex.
sigma
[,1] [,2]
[1,] 5.05 4.95
[2,] 4.95 5.05
> eigen(sigma)
$values
[1] 10.0 0.1
$vectors
[,1]
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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2009 Oct 15
4
Generating a stochastic matrix with a specified second dominant eigenvalue
Hi,
Given a positive integer N, and a real number \lambda such that 0 < \lambda
< 1, I would like to generate an N by N stochastic matrix (a matrix with
all the rows summing to 1), such that it has the second largest eigenvalue
equal to \lambda (Note: the dominant eigenvalue of a stochastic matrix is
1).
I don't care what the other eigenvalues are. The second eigenvalue is