EViews Help: @eigenvalues

@eigenvalues

Eigenvalues of symmetric matrix.

Syntax: @eigenvalues(s)

s: sym

Return: vector

Returns a vector containing the eigenvalues of the sym s.

The eigenvalues are those scalars

that satisfy

where

is the sym associated with the argument

. The eigenvalues are arranged in ascending order.

Examples

sym s1 = @unvech(@mnrnd(15))

vector v1 = @eigenvalues(s1)

creates V1, a vector of eigenvalues of S1.

Cross-references

See also @eigenvectors, @det, and @trace.