Tags » Eigenvalues

Extracting Eigenvalues from a Linear Regression in R

The function below extracts the eigenvalues and an eigenvector from a linear regression model. I wrote this function so that the eigenvalues and vectors are the same as those reported by the SAS PROC REG procedure when using the COLLIN option. 286 more words

Math & Stats Fun

Random matrices have simple spectrum

Van Vu and I have just uploaded to the arXiv our paper “Random matrices have simple eigenvalues“. Recall that an Hermitian matrix is said to have simple eigenvalues if all of its eigenvalues are distinct. 616 more words