Statistica Visual Basic Library of Matrix Functions - MatrixEigenVectors (Matrix, Eigenvalues, Eigenvectors, NumEigen)
| Parameter | Description |
| Matrix | name of source symmetric data matrix (see Arrays in functions) |
| Eigenvalues | name of vector (see Arrays in functions) which will contain eigenvalues |
| Eigenvectors | name of matrix(see Arrays in functions) which will contain eigenvectors |
| NumEigen | SVB variable which will contain number of positive eigenvalues |
The MatrixEigenVectors function will compute the eigenvalues and eigenvectors of the specified Matrix, as well as the number of positive eigenvalues. For each eigenvalue li (the i' th element of vector EigenValues) and eigenvector xi (the i' th column of EigenVectors), this function solves the equation Matrix * xi = li * xi.
- Related topics
- MatrixEigenValues, MatrixCorrelations, MatrixCrossProductOfDev. For more information on using arrays, see Arrays in functions. For a complete list of matrix functions, see Statistica Visual Basic library of matrix functions.
Copyright © 2021. Cloud Software Group, Inc. All Rights Reserved.