JacobiS {JacobiEigen} | R Documentation |
The Classical Jacobi Algorithm with a stagewise protocol
JacobiS(x, symmetric = TRUE, only.values = FALSE, eps = 0)
x |
A real symmetric matrix |
symmetric |
a logical value. Is the matrix symmetric? (Only symmetric matrices are allowed.) |
only.values |
A logical value: do you want only the eigenvalues? |
eps |
an error tolerance. 0.0 implies |
Eigenvalues and optionally, eigenvectore, of a real symmetric matrix using the classical Jacobi algorithm, (Jacobi, 1846) using a stagewise rotation protocol
a list of two components as for base::eigen
V <- crossprod(matrix(runif(40, -1, 1), 8))
JacobiS(V)
all.equal(JacobiS(V)$values, Jacobi(V)$values)
zapsmall(crossprod(JacobiS(V)$vectors, Jacobi(V)$vectors))