Posts Tagged ‘ eigenvalues ’

How do I Create the Identity Matrix in R?

June 27, 2012
By
How do I Create the Identity Matrix in R?

I googled for this once upon a time and nothing came up. Hopefully this saves someone ten minutes of digging about in the documentation. You make identity matrices with the keyword diag, and the number of dimensions in parentheses. > diag(3) [,...

Read more »

MAT8886 reducing dimension using factors

February 16, 2012
By
MAT8886 reducing dimension using factors

First, let us recall a standard result from linear algebra: "real symmetric matrices are diagonalizable by orthogonal matrices". Thus, any variance-covariance matrix can be written since a variance-covariance matrix is also definite positive. In ...

Read more »