spectral-decomposition
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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