compute_eigen_decomposition function

Compute the eigendecomposition of a matrix

compute_eigen_decomposition(Sigma)

Arguments

• Sigma: A symmetric matrix

Returns

A list object with two named components:

• values: A vector of eigenvalues.
• vectors: A matrix with eigenvectors corresponding to the eigenvalues.

Details

Computes the eigendecomposition of a symmetric matrix, either using the base R function eigen() or instead using the 'torch' package if the user has 'torch' installed and has set options(svrep.torch_device = "cpu")

or options(svrep.torch_device = "cuda").