Class Matrix::EigenvalueDecomposition
In: lib/backports/1.9.2/stdlib/matrix/eigenvalue_decomposition.rb
Parent: Object

Eigenvalues and eigenvectors of a real matrix.

Computes the eigenvalues and eigenvectors of a matrix A.

If A is diagonalizable, this provides matrices V and D such that A = V*D*V.inv, where D is the diagonal matrix with entries equal to the eigenvalues and V is formed by the eigenvectors.

If A is symmetric, then V is orthogonal and thus A = V*D*V.t

Methods

Public Class methods

Constructs the eigenvalue decomposition for a square matrix A

Public Instance methods

d()

Alias for eigenvalue_matrix

Returns the block diagonal eigenvalue matrix D

Returns the eigenvalues in an array

Returns the eigenvector matrix V

Returns the inverse of the eigenvector matrix V

Returns an array of the eigenvectors

to_a()

Alias for to_ary

v()

Alias for eigenvector_matrix

v_inv()

[Validate]