EIGEN - eigendecomposition

This procedure computes the eigenvalues and eigenvector of a symmetric matrix.

Usage

The EIGEN stored procedure has the following syntax:

EIGEN(matrixA,matrixW,matrixZ)

Parameters

matrixA: The name of the matrix to be decomposed, refereed to as matrix A.; Type: NVARCHAR(ANY)
matrixW: The name of the matrix to hold the eigenvalues, referred to as matrix W.; Type: NVARCHAR(ANY)
matrixZ: The name of the matrix to hold the eigenvectors, referred to as matrix Z.; Type: NVARCHAR(ANY)

Returns

BOOLEAN TRUE always.

Examples

CALL nzm..create_random_matrix('A0', 500, 500);
CALL nzm..create_ones_matrix('A1', 500, 500);
CALL nzm..add('A0', 'A1', 'A2');
CALL nzm..transpose('A2','A3');
CALL nzm..add('A2','A3','A');
CALL nzm..eigen('A', 'W', 'Z');
CALL nzm..delete_matrix('A0');
CALL nzm..delete_matrix('A1');
CALL nzm..delete_matrix('A2');
CALL nzm..delete_matrix('A3');
CALL nzm..delete_matrix('A');
CALL nzm..delete_matrix('W');
CALL nzm..delete_matrix('Z');

 CREATE_RANDOM_MATRIX
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 CREATE_ONES_MATRIX
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 ADD
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 TRANSPOSE
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 ADD
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 EIGEN
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 DELETE_MATRIX
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 DELETE_MATRIX
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 DELETE_MATRIX
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 DELETE_MATRIX
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 DELETE_MATRIX
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 DELETE_MATRIX
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 DELETE_MATRIX
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