| Line 35... |
Line 35... |
| 35 |
yourself.
|
35 |
yourself.
|
| 36 |
|
36 |
|
| 37 |
Computing the eigenvectors is the slow part for large matrices.
|
37 |
Computing the eigenvectors is the slow part for large matrices.
|
| 38 |
|
38 |
|
| 39 |
Computing the eigendecomposition of a matrix is subject to errors on a
|
39 |
Computing the eigendecomposition of a matrix is subject to errors on a
|
| 40 |
real-world computer: the definitive analysis is Wilkinson (1965). All
|
40 |
real-world computer: the definitive analysis is \bibcitet{R:Wilkinson:1965}. All
|
| 41 |
you can hope for is a solution to a problem suitably close to
|
41 |
you can hope for is a solution to a problem suitably close to
|
| 42 |
\code{x}. So even though a real asymmetric \code{x} may have an
|
42 |
\code{x}. So even though a real asymmetric \code{x} may have an
|
| 43 |
algebraic solution with repeated real eigenvalues, the computed
|
43 |
algebraic solution with repeated real eigenvalues, the computed
|
| 44 |
solution may be of a similar matrix with complex conjugate pairs of
|
44 |
solution may be of a similar matrix with complex conjugate pairs of
|
| 45 |
eigenvalues.
|
45 |
eigenvalues.
|
| Line 84... |
Line 84... |
| 84 |
LAPACK is from \url{https://netlib.org/lapack/} and its guide is listed
|
84 |
LAPACK is from \url{https://netlib.org/lapack/} and its guide is listed
|
| 85 |
in the references.
|
85 |
in the references.
|
| 86 |
}
|
86 |
}
|
| 87 |
\references{
|
87 |
\references{
|
| 88 |
\bibshow{R:Anderson+Bai+Bischof:1999,
|
88 |
\bibshow{R:Anderson+Bai+Bischof:1999,
|
| 89 |
R:Becker+Chambers+Wilks:1988}
|
89 |
R:Becker+Chambers+Wilks:1988,
|
| 90 |
|
- |
|
| 91 |
Wilkinson, J. H. (1965) \emph{The Algebraic Eigenvalue Problem.}
|
- |
|
| 92 |
Clarendon Press, Oxford.
|
90 |
R:Wilkinson:1965}
|
| 93 |
}
|
91 |
}
|
| 94 |
|
92 |
|
| 95 |
\seealso{
|
93 |
\seealso{
|
| 96 |
\code{\link{svd}}, a generalization of \code{eigen}; \code{\link{qr}}, and
|
94 |
\code{\link{svd}}, a generalization of \code{eigen}; \code{\link{qr}}, and
|
| 97 |
\code{\link{chol}} for related decompositions.
|
95 |
\code{\link{chol}} for related decompositions.
|