Message-ID: <Pine.GSO.4.21.0101221815430.25750-100000@dolphin>
Date: 2001-01-22T18:27:07Z
From: Simon Wood
Subject: spectral-decomposition
In-Reply-To: <f05010400b691fa7ea81f@[153.1.53.97]>
> 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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