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Q: Problems with eigen() vs. svd()

1 message · Marcel Wolbers

#
Hi 

No problem with eigen (also in the asymmetric case, unless you set the
option symmetric=T for an asymmetric matrix) or svd. I think your problem
is here:
#be the  squared eigenvalues of Pi

This not true generally but only for symmetric Pi (i.e. Pi=t(Pi))

Yours
Marcel

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