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.