eigen2

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Description

Compute eigenvalues and vectors from a set of spectra

Arguments and Return Values

Arguments: A numeric array and a number of components

Return Value: A structure containing .evecs, .evals, .avg, and .C.

where evecs are the eigen vectors, evals are the eigen values, avg is the average and C is the covariance matrix.


Usage

Syntax: eigen2($1 = VAR, $2 = INT, [$3 = INT])

$1 - can be any set of vectors or arrays

$2 - is the desired number of eigen vectors to be calculated

$3 - is an optional number of iterations

Examples

dv> a
577x1852x10 array of float, bsq format [42,744,160 bytes]
dv> e=eigen2(a[::20,::100],10)

EV#  Iterat.  Eigenvalue
---+--------+-----------
1      200      1478489863542.409424
2      200      16311.923112
3      200      32623.846202
4      200      65247.692331
5      200      130495.384501
6      200      260990.768235
7      200      521981.538126
8      200      1043963.053691
9      200      2087926.106279
10      200      4175852.293725

struct, 4 elements
    evecs: 10x10x1 array of double, bsq format [800 bytes]
    evals: 10x1x1 array of float, bsq format [40 bytes]
    avg: 10x1x1 array of double, bsq format [80 bytes]
    C: 551x10x1 array of float, bsq format [22,040 bytes]

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Recent Library Changes

Created On: 02-15-2006
Modified On: 01-17-2008

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