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require(matrixcalc)
In [2]:
Sigm <- matrix(c(283, 215, 277, 208, 215, 213, 217, 153, 277, 217, 336, 236, 208, 153, 236, 194), nrow=4)
Sigm
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In [3]:
tr <- matrix.trace(Sigm)
tr
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In [4]:
eigen_val_vec <- eigen(Sigm, symmetric=TRUE)
vect <- eigen_val_vec$vectors
vect
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In [5]:
v1 <- vect[,1]
v1
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In [6]:
norm(as.matrix(v1), "f")
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In [7]:
lambda1 <- eigen_val_vec$values[1]
lambda1
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In [8]:
lambda1/tr
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