Safe Haskell	None
Language	Haskell2010

DataFrame.LinearAlgebra.Eigen

Description

Symmetric eigenproblems in pure Haskell: cyclic Jacobi for full decomposition (PCA covariance, m×m kernels) and power iteration for the dominant eigenpair (FISTA step sizes). Deterministic, sign-canonicalised output.

Synopsis

jacobiEigenSym :: Matrix -> (Vector Double, Matrix)
powerIterTop :: Int -> Matrix -> (Double, Vector Double)

Documentation

jacobiEigenSym :: Matrix -> (Vector Double, Matrix) Source #

Cyclic Jacobi eigendecomposition of a symmetric matrix. Eigenvalues are returned in descending order paired with eigenvectors as rows, each sign-canonicalised (largest-magnitude component positive) for unique output.

powerIterTop :: Int -> Matrix -> (Double, Vector Double) Source #

Dominant eigenvalue and eigenvector of a symmetric PSD matrix via power iteration with a deterministic all-ones start.