[R] spectral-decomposition

[Simon Wood]

> I try to make the spectral decomposition
> for the following matrix by utilising the
> function eigen.
> 
>   0.4015427  0.08903581 -0.2304132
>   0.08903581 1.60844812  0.9061157
> -0.23041322 0.9061157   2.9692562
> 
> When checking the result I was not able
> to produce the original matrix by using
> the decomposition. It also appears that
> the product T'T, where T is a matrix of
> eigenvectors, is not an identity matrix.

- I think that a couple of people have reported problems with eigen, that
were actually traceable to their BLAS, but I can't now find the messages
in the archive, so I may be mis-remembering.

Simon

  ______________________________________________________________________
> Simon Wood  snw at st-and.ac.uk  http://www.ruwpa.st-and.ac.uk/simon.html
> The Mathematical Institute, North Haugh, St. Andrews, Fife KY16 9SS UK
> Direct telephone: (0)1334 463799          Indirect fax: (0)1334 463748 

  

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