eddcmp {panel}R Documentation

Eigenvalue–eigenvector decomposition.

Description

A function that produces an eigenvalue eigenvector decomposition of a transition intensity matrix for a Markov chain in double precision.

Usage

eddcmp(inmat)

Arguments

inmat inmat is any square matrix describing the markov chain

Value

A list with named components is returned.

evectors a matrix containing the left eigenvectors
evalues a vector containing the eigenvalues
im.evalues a vector which contains the imaginary components of the eigenvalues if there are any (otherwise this is the zero vector).

COMMENTS

The matrix inmat is decomposed as evectors %*% diag(evalues) %*% solve(evectors). For most matrices of interest the eigenvalues will all be real so the imaginary part is commonly ignored. The eigenvalues are ordered from smallest to largest.


[Package panel version 1.0.6 Index]