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eigenvectors


From: heberf
Subject: eigenvectors
Date: Wed, 9 Jun 1999 15:14:44 -0500 (CDT)

This may be a dumb question, forgive me, it's been too long.

I have a real, square matrix Q and I need to factorize it as

        Q = inv(X)*D*X

where D is diagonal.  I think that this means that D contains the
eigenvalues and X contains the eigenvectors of Q.  Is that right?  How do
I get D and X from octave.  The function svd gives the "right and left"
eigenvectors for any matrix.  I thought that for square matrices this
would mean that it would return X but I was wrong.

Sheepishly,
Heber  

_______________________________________________________________________________
Heber Farnsworth
Assistant Professor of Finance
John M. Olin School of Business
Washington University
Campus Box 1133                                 phone: (314) 935-4221   
One Brookings Drive                             FAX: (314) 935-6359
St. Louis, MO 63130-4899                




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