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.
| Version: | 2011.8-1 |
| Depends: | R (≥ 2.10.1) |
| Published: | 2012-10-29 |
| Author: | Ravi Varadhan, Johns Hopkins University |
| Maintainer: | Ravi Varadhan <rvaradhan at jhmi.edu> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | http://www.jhsph.edu/agingandhealth/People/Faculty_personal_pages/Varadhan.html |
| NeedsCompilation: | no |
| Materials: | NEWS |
| In views: | NumericalMathematics |
| CRAN checks: | eigeninv results |
| Reference manual: | eigeninv.pdf |
| Package source: | eigeninv_2011.8-1.tar.gz |
| Windows binaries: | r-devel: eigeninv_2011.8-1.zip, r-release: eigeninv_2011.8-1.zip, r-oldrel: eigeninv_2011.8-1.zip |
| OS X Snow Leopard binaries: | r-release: eigeninv_2011.8-1.tgz, r-oldrel: eigeninv_2011.8-1.tgz |
| OS X Mavericks binaries: | r-release: eigeninv_2011.8-1.tgz |