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Re: eigenvectors and spectral decomposition

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#1980
haksunli
Keymaster

It is already there.

This example has only one eigenvalue with multiplicity of 4.

The dimension of the space spanned by its basis is therefore 4. So, there are 4 orthogonal basis vector. Any linear combination of these 4 vector is a eigenvector.

To get the D, you just form a diagonal matrix using the eigenvalues, e.g., by new DiagonalMatrix(e1, e2,…).
To get the Q, you just form a matrix using the (basis) eigen vector, e.g., using R.cbind(v1, v2, v3, v4, …)

We will output D and Q more explicitly in the next release.