Language Reference


EIGVEC Function

EIGVEC (A);

The EIGVEC function computes the (right) eigenvectors of a square numeric matrix, A. You can obtain the left eigenvectors by first transposing A. See the description of the EIGEN subroutine for more details.

In SAS/IML 14.1 the EIGVEC function was updated to use vendor-supplied eigenvalue routines if they are available on your system. Because eigenvectors are not unique, the results of eigenvector computations in SAS/IML 14.1 are not necessarily identical to the results from earlier releases. If you want to restore the pre-14.1 algorithm you can use the RESET EIGEN93 statement.

The following example calculates the eigenvectors of a symmetric matrix:

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

Figure 25.120: Eigenvectors of a Symmetric Matrix

eval
0.3220062 0.9467376
0.9467376 -0.322006