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Eigenvalues

Function Eigenvalues - Eigenvalue/vector decomposition of a symmetric matrix

Calling Sequence  Eigenvalues(A,eigenvects)
Parameters
NameTypeDescription

A matrixa symmetric matrix
eigenvects namean optional matrix name
Return Type  list(numeric)
Synopsis Compute an eigenvalue/eigenvector decomposition of A. A must be a symmetric matrix. The function returns the vector containing the eigenvalues in increasing order. The optional second argument, if present must be a name that will be assigned with the matrix of the eigenvectors. The eigenvectors have norm 1 and are stored columnwise and the ith column corresponds to the ith eigenvalue.
Examples
> A := [[3,1,2],[1,2,-1],[2,-1,5]];
A := [[3, 1, 2], [1, 2, -1], [2, -1, 5]]
> alpha := Eigenvalues(A,V);
alpha := [0.4921, 3.2444, 6.2635]
> Vt := V^t;
Vt := [[0.6041, -0.6782, -0.4185], [0.6191, 0.7301, -0.2894], [0.5018, -0.084230
29, 0.8609]]
> A*Vt[1] = alpha[1]*Vt[1];
[0.2973, -0.3337, -0.2059] = [0.2973, -0.3337, -0.2059]
> Vt[2]*Vt[2];
1.0000


See also Cholesky,   convolve,   GaussElim,   GivensElim,   Identity,   matrix,   matrix_inverse,   SvdAnalysis,   transpose