Subject: eigenthingies
From: donald.mcintyre@almac.co.uk (Donald Mcintyre)
Date: Sun, 19 Jun 94 20:37:00 +0000
Organization: ALMAC: Scotland : +44 (0)324 665371

MM> Hi. I need to calculate eigenvectors and eigenvalues and perform PCA
MM> and CDA calculations. I'm sure most of this has been done many times
MM> over in every dialect of APL - could someone please point me at a  J
MM>  implementation of at least some of the above.

Michaeln:

If you wish to use Jacobi's method (requiring a symmetric matrix) you
might look at my paper, "Jacobi's Method for Eigenvalues [and
Eigenvectors]: an Illustration of J", Vector vol.9, No.3 (January 1993)
p.125-133.

Hope this helps.  Donald

 * RM 1.2 01091 * donald.mcintyre@almac.co.uk
