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April 15, 2015 12:12
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Eigen vector implementation in R
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| > Origin | |
| [,1] [,2] [,3] [,4] | |
| [1,] 52 30 49 28 | |
| [2,] 30 50 8 44 | |
| [3,] 49 8 46 16 | |
| [4,] 28 44 16 22 | |
| > round(X,5) | |
| [,1] [,2] [,3] [,4] | |
| [1,] 265.2557 0.0000 0.00000 0.00000 | |
| [2,] 0.0000 104.8846 0.00000 0.00000 | |
| [3,] 0.0000 0.0000 -23.08226 0.00000 | |
| [4,] 0.0000 0.0000 0.00000 -7.05809 | |
| > round(pQ,5) | |
| [,1] [,2] [,3] [,4] | |
| [1,] 0.60946 -0.29992 -0.09988 -0.72707 | |
| [2,] 0.48785 0.65200 0.57725 0.06069 | |
| [3,] 0.46658 -0.60196 0.22156 0.60898 | |
| [4,] 0.41577 0.35013 -0.77956 0.31117 |
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| # some symmetric matrix | |
| Origin <- matrix(c(52, 30, 49, 28, 30, 50, 8, 44, 49, 8, 46, 16, 28, 44, 16, 22), 4, 4) | |
| A <- Origin + t(Origin); | |
| # initialize | |
| X <- A; | |
| pQ <- diag(1, dim(A)[1]); | |
| # iterate | |
| for(i in 1:30){ | |
| d <- qr(X); | |
| Q <- qr.Q(d); | |
| pQ <- pQ %*% Q; | |
| X <- qr.R(d) %*% Q; | |
| } | |
| Origin | |
| round(X,5) | |
| round(pQ,5) |
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