.BG
.VE $Header: /usr3/s/current/s/.help/RCS/eigen,v 1.2 83/12/30 19:28:04 rab Exp $
.FN eigen
.TL
eigen: Eigen Analysis of Symmetric Matrix
.CS
eigen(x, n, large)
.PP
.AG x
matrix to be decomposed. Must be square and symmetric.
.AG n
number of eigenvalues and corresponding eigenvectors wanted
from `x'.  Default is to return all eigenvalues.
.AG large
logical flag; if TRUE (the default), returns the `n' largest
eigenvalues; otherwise, returns the `n' smallest
eigenvalues.
.RT
a structure containing the eigenvalues and eigenvectors.
.RC values
vector of `n' eigenvalues; note that the values are always
in ascending order, regardless of `large'.
.RC vectors
matrix with `nrow(x)' rows and `n' columns. Each column is
the eigenvector corresponding to the eigenvalue which is the
corresponding element of `values'.
.SH SEE ALSO
`svd'.
.EX
cors <- cor(x,y,trim=.1)
pprcom <- eigen(cors)
.KW array*
.KW linear algebra
.KW algebra
.WR
