Generates (dense) matrices that have a given set of eigenvalues

Solves the ``inverse eigenvalue problem'' which is to generate a real-valued matrix that has the specified real eigenvalue spectrum. It can generate infinitely many dense matrices, symmetric or asymmetric, with the given set of eigenvalues. Algorithm can also generate stochastic and doubly stochastic matrices.


News

o First release of the "eigeninv" package (version 2011.8-1)

Reference manual

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install.packages("eigeninv")

2011.8-1 by Ravi Varadhan, 7 years ago


http://www.jhsph.edu/agingandhealth/People/Faculty_personal_pages/Varadhan.html


Browse source code at https://github.com/cran/eigeninv


Authors: Ravi Varadhan , Johns Hopkins University


Documentation:   PDF Manual  


Task views: Numerical Mathematics


GPL (>= 2) license



See at CRAN