[R] spectral-decomposition

[Yudi Pawitan]

Need to set the symmetry argument. Say x = the matrix
  eigen(x,sym=T)

At 06:33 PM 1/22/01 +0300, Tapio Nummi wrote:
>
>I have the following problem:
>
>I try to make the spectral decomposition
>for the following matrix by utilising the
>function eigen.
>
>  0.4015427  0.08903581 -0.2304132
>  0.08903581 1.60844812  0.9061157
>-0.23041322 0.9061157   2.9692562
>
>When checking the result I was not able
>to produce the original matrix by using
>the decomposition. It also appears that
>the product T'T, where T is a matrix of
>eigenvectors, is not an identity matrix.
>
>  Tapio Nummi
>  University of Tampere
>
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Yudi Pawitan     yudi at stat.ucc.ie
Department of Statistics UCC
Cork, Ireland
Ph   353-21-490 2906
Fax 353-21-427 1040 
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