DriftCapture · function

symmetricEigen

Jacobi's eigendecomposition of a symmetric m, n × n: values in falling order and vectors by column, so m · vectors[:, k] = values[k] · vectors[:, k].

Explained in DriftCapture.

function symmetricEigen(m: Float64Array, n: number, values: Float64Array, vectors: Float64Array): void
import { symmetricEigen } from '@driftengine/capture';

Parameters

ParameterTypeDescription
mFloat64Array
nnumber
valuesFloat64Array
vectorsFloat64Array