Statistica Visual Basic Library of Matrix Functions - MatrixEigenValues (Matrix, Eigenvalues, 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

NumEigen

SVB variable which will contain number of positive eigenvalues

The MatrixEigenvalues function will compute the eigenvalues of the specified symmetric Matrix, as well as the number of positive eigenvalues. There will be as many eigenvalues as there are columns and rows in the source matrix.

Related topics. MatrixEigenVectors, 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.