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eigenvectors
From: |
heberf |
Subject: |
eigenvectors |
Date: |
Wed, 9 Jun 1999 15:14:44 -0500 (CDT) |
This may be a dumb question, forgive me, it's been too long.
I have a real, square matrix Q and I need to factorize it as
Q = inv(X)*D*X
where D is diagonal. I think that this means that D contains the
eigenvalues and X contains the eigenvectors of Q. Is that right? How do
I get D and X from octave. The function svd gives the "right and left"
eigenvectors for any matrix. I thought that for square matrices this
would mean that it would return X but I was wrong.
Sheepishly,
Heber
_______________________________________________________________________________
Heber Farnsworth
Assistant Professor of Finance
John M. Olin School of Business
Washington University
Campus Box 1133 phone: (314) 935-4221
One Brookings Drive FAX: (314) 935-6359
St. Louis, MO 63130-4899
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