EigenVe(M) = Eigenvectors of square matrix M


EigenVe(M) = Eigenvectors of square matrix M:

Returns a matrix whose columns are eigenvectors of the n by n matrix M. The eigenvectors are sorted in ascending order of their eigenvalues. The method used is from Samuelson PA Proc Nat'l Acad Sci USA. 1943 Dec; 29(11):393-397.

See: Latent Vectors of a Matrix -- From Proceedings of the National Academy of Sciences

This function can have a problem of determining all eigenvectors when some of the eigenvalues are equal. A message "Not all eigenvectors found" is displayed in this case. Try EigenVe2(M).

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Changes last made on Monday, 06-Aug-07 20:22:44 PDT