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builtin_eigen

Function builtin_eigen 

Source
fn builtin_eigen(
    args: &[RValue],
    _: &[(String, RValue)],
) -> Result<RValue, RError>
Expand description

eigen(x) — Eigenvalue decomposition via nalgebra.

Returns a list with:

  • $values: numeric vector of eigenvalues (descending by absolute value)
  • $vectors: matrix of eigenvectors (columns)

Supports both symmetric and non-symmetric real matrices. For symmetric matrices, uses nalgebra’s symmetric_eigen() (faster, all-real). For non-symmetric matrices, uses Schur decomposition to extract real eigenvalues, or reports complex eigenvalues as an error (R returns complex values, which we don’t yet support in this context).