Language Reference

EIGVEC Function

computes right eigenvectors

EIGVEC( )

where is a square numeric matrix.

The EIGVEC function creates a matrix containing the right eigenvectors of . You can obtain the left eigenvectors by first transposing . See the description of the EIGEN subroutine for more details.

An example calculating the eigenvectors of a symmetric matrix follows:

  
    x={1 1,1 2,1 3,1 4}; 
    xpx=t(x)*x; 
    a=eigvec(xpx);      /* xpx is a symmetric matrix   */
 

These statements produce the following matrix, which contains the eigenvectors:

  
                 A             2 rows      2 cols    (numeric) 
  
                              0.3220062 0.9467376 
                              0.9467376 -0.322006