Matrix::EigenvalueDecomposition
class Matrix::EigenvalueDecomposition
Eigenvalues and eigenvectors of a real matrix.
Computes the eigenvalues and eigenvectors of a matrix A.
If A is diagonalizable, this provides matrices V and D such that A = V*D*V.inv, where D is the diagonal matrix with entries equal to the eigenvalues and V is formed by the eigenvectors.
If A is symmetric, then V is orthogonal and thus A = V*D*V.t