In [1]:
require(matrixcalc)


Loading required package: 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


Out[2]:
283215277208
215213217153
277217336236
208153236194

In [3]:
tr <- matrix.trace(Sigm)
tr


Out[3]:
1026

In [4]:
eigen_val_vec <- eigen(Sigm, symmetric=TRUE)
vect <- eigen_val_vec$vectors
vect


Out[4]:
-0.5357934 0.1912818 0.7050231-0.4234138
-0.4320336 0.7687151-0.3416228 0.3251431
-0.5834990-0.4125759-0.5727115-0.4016360
-0.4310468-0.4497438 0.2413252 0.7441044

In [5]:
v1 <- vect[,1]
v1


Out[5]:
  1. -0.53579338191969
  2. -0.432033597170025
  3. -0.583499015959617
  4. -0.431046773774668

In [6]:
norm(as.matrix(v1), "f")


Out[6]:
1

In [7]:
lambda1 <- eigen_val_vec$values[1]
lambda1


Out[7]:
925.363626300051

In [8]:
lambda1/tr


Out[8]:
0.901913865789523