EIG matrix function
Description
EIG(A[,v]) returns the Eigenvalues of matrix A. Optionally, the eigenvectors are stored in the workspace variable v.
- EIG(A) returns a column vector containing the eigenvalues of square matrix A
- EIG(A,v) returns a diagonal matrix (D) of eigenvalues and stores into workspace variable v a matrix whose columns are the corresponding right eigenvectors, so that A*V = V*D.
Workspace variables
The value of a workspace variable is not stored in the spreadsheet, but in a separate memory space. The workspace variable name cannot be equal to a spreadsheet cell address (such as A1 or DC12), a spreadsheet function, or to a reserved word. In addition, it cannot contain a space or a character from the reserved character set: - + / * = < > # & @ $ | ^ : , ; . ( ) ' " [ ] { }.
Example
In the following example:
- in cell D3 a square matrix is created from the data in cell range A1 to C3.
- in cell D5 the formula EIG(D3,v) calculates and shows the Eigenvalues of the matrix created in cell D3, and stores the Eigenvectors in a workspace variable named "v".
- cell D6 contains v and shows the Eigenvectors that are stored in the workspace variable "v".
Calculator
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See also
Recommended book
Matrix Algebra Useful for Statistics
Shayle R. Searle, Andre I. Khuri
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This book addresses matrix algebra that is useful in the statistical analysis of data as well as within statistics as a whole. The material is presented in an explanatory style rather than a formal theorem-proof format and is self-contained.