Message-ID: <f05010400b691fa7ea81f@[153.1.53.97]>
Date: 2001-01-22T15:33:59Z
From: Tapio Nummi
Subject: spectral-decomposition
I have the following problem:
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.
Tapio Nummi
University of Tampere
-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch
_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._