PCMPLambdaP_1.RdEigen-decomposition of a matrix H
PCMPLambdaP_1(H)
| H | a numeric matrix |
|---|
a list with elements as follows:
a vector of the eigenvalues of H
a squared matrix with column vectors, the eigenvectors of H corresponding to the
eigenvalues in lambda
the inverse matrix of P
The function fails with an error message if H is defective, that is, if its matrix of
eigenvectors is computationally singular. The test for singularity is based on the rcond function.