Presumably the original poster was looking for a function that would compute
just the largest five eigenvalues and associated vectors, because that is
enormously more efficient for a large matrix than computing all of them.
eigen() computes all of them.
One way to compute just a few is to use svd(), where you can specify the number
of left and right singular vectors to compute.
-thomas
On Tue, 3 Jun 2008, David Winsemius wrote:
"Jorge Ivan Velez" <[EMAIL PROTECTED]> wrote in
news:[EMAIL PROTECTED]:
Dear kayteck,
Function eigen (see ?eigen) will do what you want.
HTH,
He had looked, but since eigen returns both eigenvalues and
eigenvectors, and does so in a list, perhaps he needs advice about how
to extract his values from the list structure.
x <- matrix(c(1:5, (1:5)^2, (1:5)^(1/2), 0,0,0,1,0, 0,0,0,0,1),5, 5)
str(eigen(x))
#List of 2
# $ values : cplx [1:5] 7.43+0i 1.00+0i 1.00+0i ...
# $ vectors: cplx [1:5, 1:5] 0.0699+0i 0.1600+0i 0.2894+0i ...
d <- 3
eigen(x)$values[1:d]
[1] 7.431675+0i 1.000000+0i 1.000000+0i
#no need to sort since eigen does that by default.
Not sure we can help him out regarding the "slight difference" btwn
Matlab values and R values due to the unnecessary vagueness of his
concern.
--
David Winsemius
Jorge
On Tue, Jun 3, 2008 at 5:42 AM, kayteck_master
<[EMAIL PROTECTED]> wrote:
Hello
Does anybody know how one can compute d largest
eigenvalues/eigenvectors in R, like in MATLAB eigs function ? eigen
function computes all eigenvectors/eigenvalues, and they are
slightly different than those generated by matlab eigs.
Thanks in advance
--
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