eig

Eigenvalue decomposition (right eigenvectors)

This function returns the real and imaginary parts of the eigenvalues, and the corresponding eigenvectors. For most (?) interesting matrices, the imaginary part of all eigenvalues will be zero (and the corresponding eigenvectors will be real). Any complex eigenvalues will appear in complex-conjugate pairs, and the real and imaginary components of the eigenvector for each pair will be in the corresponding columns of the eigenvector matrix. Take the complex conjugate to find the second eigenvector.

Based on EVD.java from MTJ 0.9.12