Dear list,
I am porting some Matlab routines to R. I am looking for the equivalent function in R for the Matlab function eig(), such that eig(A, B) <quote>produces a diagonal matrix D of generalized eigenvalues and a full matrix V whose columns are the corresponding eigenvectors so that A*V = B*V*D</quote>[1].
More specifically, I want to find the eigenvalues and eigenvectors of eig(ZKZt, diag(K1)) where:
ZKZt
[,1] [,2] [,3] [,4]
[1,] 0.024326360 -0.0087060425 -0.029307513 -0.0131484613
[2,] -0.001316161 0.0028641451 0.003249924 0.0003892546
[3,] -0.016591044 0.0061132182 0.021493284 0.0083083670
[4,] -0.006419155 -0.0002713207 0.004564305 0.0044508397and
diag(K1)
[,1] [,2] [,3] [,4]
[1,] 0.2307692 0.0000000 0.0000000 0.0000000
[2,] 0.0000000 0.2307692 0.0000000 0.0000000
[3,] 0.0000000 0.0000000 0.3076923 0.0000000
[4,] 0.0000000 0.0000000 0.0000000 0.2307692How would I go about doing this in R?
Thanks in advance,
Gavin
[1] http://www.mathworks.com/access/helpdesk/help/techdoc/ref/eig.html?cmdname=eig
--
%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%
Gavin Simpson [T] +44 (0)20 7679 5522
ENSIS Research Fellow [F] +44 (0)20 7679 7565
ENSIS Ltd. & ECRC [E] [EMAIL PROTECTED]
UCL Department of Geography [W] http://www.ucl.ac.uk/~ucfagls/cv/
26 Bedford Way [W] http://www.ucl.ac.uk/~ucfagls/
London. WC1H 0AP.
%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%
______________________________________________ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
