Syntax
where I is a valid belief store number and B is the name of a
base or element.
The EIGEN: command is used to obtain the eigenvectors and
eigenvalues of a real symmetric matrix: typically the variance matrix
specified over the collection B in the belief store I. (However,
provided that the matrix is real and symmetric, the EIGEN:
command can be applied to, and will give correct results for, for example,
matrices having some eigenvalues less than zero, or all equal to zero.)
The second form of the syntax is used to perform the calculation of
the eigenvalues and
eigenvectors of the matrix in correlation form.
If a matrix is supplied with the property that all of its entries are
zero, the eigenvalues are taken to be zero;
and the matrix of corresponding eigenvectors
is the full-rank identity matrix.
