find the eigenvector corresponding to the largest eigenvalue

[Rebecca]

Hi,
If I use the eigen() function to find the eigenvalues of a matrix, how can I find the eigenvector corresponding to the largest eigen value?
Thanks!
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[Berend Hasselman]

On 27-04-2012, at 17:41, Rebecca wrote:

> Hi,
> If I use the eigen() function to find the eigenvalues of a matrix, how can I find the eigenvector corresponding to the largest eigen value?


What does the documentation of eigen() say in the Value section for values?

Sorted in decreasing order.
So the first item of ..$values is the largest eigenvalue and thus the first column of ..$vectors is the corresponding eigenvector.

Example

n <- 3
A  <- matrix(round(runif(n*n),2),nrow=n)
A
evv.A <- eigen(A)
evv.A

k <- which(abs(evv.A$values)==max(abs(evv.A$values)))
evv.A$vectors[,k]
k

Berend

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[David Winsemius]

On Apr 27, 2012, at 11:41 AM, Rebecca wrote:

> Hi,
> If I use the eigen() function to find the eigenvalues of a matrix,  
> how can I find the eigenvector corresponding to the largest eigen  
> value?

After reading the help page, I would have assumed that since the  
eigenvalues are sorted, that the eigenvectors would be sorted in the  
same order. Do you have reasons to doubt that they are not?

--

David Winsemius, MD
West Hartford, CT

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