eddcmp {panel} | R Documentation |
A function that produces an eigenvalue eigenvector decomposition of a transition intensity matrix for a Markov chain in double precision.
eddcmp(inmat)
inmat |
inmat is any square matrix describing the markov chain |
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). |
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.